rqPen: Penalized Quantile Regression

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.

Version: 1.2
Depends: R (≥ 3.0.0), quantreg, regpro
Published: 2015-10-22
Author: Ben Sherwood
Maintainer: Ben Sherwood <bsherwo2 at jhu.edu>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: NEWS
CRAN checks: rqPen results

Downloads:

Reference manual: rqPen.pdf
Package source: rqPen_1.2.tar.gz
Windows binaries: r-devel: rqPen_1.2.zip, r-release: rqPen_1.2.zip, r-oldrel: rqPen_1.2.zip
OS X Snow Leopard binaries: r-release: rqPen_1.2.tgz, r-oldrel: rqPen_1.1.tgz
OS X Mavericks binaries: r-release: rqPen_1.2.tgz
Old sources: rqPen archive