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: | 2.0 |
| Depends: | R (≥ 3.0.0), quantreg, regpro |
| Suggests: | splines |
| Published: | 2017-05-16 |
| Author: | Ben Sherwood [aut, cre], Adam Maidman [ctb] |
| Maintainer: | Ben Sherwood <ben.sherwood at ku.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | rqPen results |
| Reference manual: | rqPen.pdf |
| Package source: | rqPen_2.0.tar.gz |
| Windows binaries: | r-devel: rqPen_2.0.zip, r-release: rqPen_2.0.zip, r-oldrel: rqPen_2.0.zip |
| OS X binaries: | r-release: rqPen_2.0.tgz, r-oldrel: rqPen_2.0.tgz |
| Old sources: | rqPen archive |
Please use the canonical form https://CRAN.R-project.org/package=rqPen to link to this page.