bssherwood/rqpen: Penalized Quantile Regression
Version 2.0

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 <[email protected]>
LicenseMIT + file LICENSE
Version2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("bssherwood/rqpen")
bssherwood/rqpen documentation built on Nov. 8, 2017, 7:47 a.m.