Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. In addition, offers a group penalty that provides consistent variable selection across quantiles. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC. Below URL provides a link to a work in progress vignette.
Version: 4.1.3 Depends: R (≥ 3.0.0) Imports: methods, quantreg, hqreg, hrqglas, data.table, Rdpack, lifecycle, plyr, Matrix, Rcpp LinkingTo: Rcpp, RcppArmadillo Suggests: splines, knitr Published: 2025-02-13 DOI: 10.32614/CRAN.package.rqPen Author: Ben Sherwood [aut, cre], Shaobo Li [aut], Adam Maidman [aut] Maintainer: Ben Sherwood <ben.sherwood at ku.edu> License: MIT + file LICENSE URL: https://github.com/bssherwood/rqpen/blob/master/ignore/rqPenArticle.pdf NeedsCompilation: yes Materials: README NEWS CRAN checks: rqPen results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=rqPen to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4