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.
|Author||Ben Sherwood [aut, cre], Adam Maidman [ctb]|
|Maintainer||Ben Sherwood <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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