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CRAN: Package pqrfe

pqrfe: Penalized Quantile Regression with Fixed Effects

Quantile regression with fixed effects is a general model for longitudinal data. Here we proposed to solve it by several methods. The estimation methods include three loss functions as check, asymmetric least square and asymmetric Huber functions; and three structures as simple regression, fixed effects and fixed effects with penalized intercepts by LASSO.

Version: 1.1 Imports: Rcpp (≥ 1.0.5), MASS (≥ 7.3-49) LinkingTo: Rcpp, RcppArmadillo Suggests: tinytest (≥ 1.3.1) Published: 2022-12-01 DOI: 10.32614/CRAN.package.pqrfe Author: Ian Meneghel Danilevicz [aut, cre], Valderio A Reisen [aut], Pascal Bondon [aut] Maintainer: Ian Meneghel Danilevicz <iandanilevicz at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes CRAN checks: pqrfe results Documentation: Downloads: Linking:

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