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: |
1.3 |
| Depends: |
R (≥ 3.0.0), quantreg, regpro |
| Published: |
2016-02-08 |
| Author: |
Ben Sherwood [aut, cre], Adam Maidman [ctb] |
| Maintainer: |
Ben Sherwood <bsherwo2 at jhu.edu> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
rqPen results |
Downloads: