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


Reference manual: rqPen.pdf
Package source: rqPen_1.3.tar.gz
Windows binaries: r-devel: rqPen_1.3.zip, r-release: rqPen_1.3.zip, r-oldrel: rqPen_1.3.zip
OS X Snow Leopard binaries: r-release: rqPen_1.3.tgz, r-oldrel: rqPen_1.1.tgz
OS X Mavericks binaries: r-release: rqPen_1.3.tgz
Old sources: rqPen archive