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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 |
| Depends: | R (≥ 3.0.0) |
| Imports: | methods, quantreg, hqreg, hrqglas, data.table, Rdpack, lifecycle, plyr, Matrix, Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | splines, knitr |
| Published: | 2024-05-07 |
| Author: | Ben Sherwood [aut, cre], Adam Maidman [aut], Shaobo Li [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 |
| Reference manual: | rqPen.pdf |
| Package source: | rqPen_4.1.tar.gz |
| Windows binaries: | r-devel: rqPen_4.1.zip, r-release: rqPen_4.0.zip, r-oldrel: rqPen_4.1.zip |
| macOS binaries: | r-release (arm64): rqPen_4.0.tgz, r-oldrel (arm64): rqPen_4.0.tgz, r-release (x86_64): rqPen_4.1.tgz, r-oldrel (x86_64): rqPen_4.1.tgz |
| Old sources: | rqPen archive |
| Reverse imports: | evalITR, MTE, WpProj |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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