rqPen (2.2.2)

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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.

Maintainer: Ben Sherwood
Author(s): Ben Sherwood [aut, cre], Adam Maidman [ctb]

License: MIT + file LICENSE

Uses: quantreg, regpro

Released about 1 month ago.

11 previous versions



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