rqPen: Penalized Quantile Regression

Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty 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. Below URL provides a link to a work in progress vignette.

Version:	3.2.1
Depends:	R (≥ 3.0.0)
Imports:	methods, quantreg, hqreg, hrqglas, data.table, Rdpack, lifecycle, plyr
Suggests:	splines, knitr
Published:	2023-08-24
Author:	Ben Sherwood [aut, cre], Adam Maidman [ctb], Shaobo Li [ctb]
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

Documentation:

Reference manual:

rqPen.pdf

Downloads:

Package source:	rqPen_3.2.1.tar.gz
Windows binaries:	r-devel: rqPen_3.2.1.zip, r-release: rqPen_3.2.1.zip, r-oldrel: rqPen_3.2.1.zip
macOS binaries:	r-release (arm64): rqPen_3.2.1.tgz, r-oldrel (arm64): rqPen_3.2.1.tgz, r-release (x86_64): rqPen_3.2.1.tgz, r-oldrel (x86_64): rqPen_3.2.1.tgz
Old sources:	rqPen archive

Reverse dependencies:

Reverse imports:

evalITR, MTE

Linking:

Please use the canonical form https://CRAN.R-project.org/package=rqPen to link to this page.