bssherwood/rqpen: Penalized Quantile Regression

Performs penalized quantile regression for LASSO, SCAD and MCP functions including group penalties. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC.

Getting started

Package details

AuthorBen Sherwood [aut, cre], Adam Maidman [ctb]
MaintainerBen Sherwood <>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
bssherwood/rqpen documentation built on June 5, 2020, 8:02 a.m.