penplaqr: Partially linear penalized quantile regression

In penplaqr/penplaqr:

Description

penplaqr fits a partially linear penalized quantile regression.

Usage

penplaqr(formula, nonlinVars = NULL, tau = 0.5, lambda = NULL,
  penalty = "SCAD", penalty_deriv = NULL, a = NULL, data = NULL, subset,
  na.action, method = c("br", "fn"), model = TRUE, contrasts = NULL,
  init_beta = NULL, splinesettings = NULL, epsilon = 1e-06, ...)

Arguments

formula	a formula object containing the response variable on the LHS and the variables to be modeled with linear terms on the RHS.
nonlinVars	a formula object with an empty LHS and the variables to be modeled non-linearly on the RHS.
tau	a scalar indicating the desired quantile.
lambda	a scalar indicating the value of the tuning parameter.
penalty	a character string indicating which penalty should be used in fitting the model.
penalty_deriv	an optional user-specified function for computing the derivative of the penalty function.
a	additional tuning paramater for certain penalty functions.
data	a data frame
epsilon	scalar value for determining when convergence has been reached.

penplaqr/penplaqr documentation built on May 6, 2019, 11:44 a.m.