rqPen: Penalized Quantile Regression

Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. In addition, offers a group penalty that provides consistent variable selection across quantiles. 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:	4.1.2
Depends:	R (≥ 3.0.0)
Imports:	methods, quantreg, hqreg, hrqglas, data.table, Rdpack, lifecycle, plyr, Matrix, Rcpp
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	splines, knitr
Published:	2024-10-29
DOI:	10.32614/CRAN.package.rqPen
Author:	Ben Sherwood [aut, cre], Shaobo Li [aut], Adam Maidman [aut]
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_4.1.2.tar.gz
Windows binaries:	r-devel: rqPen_4.1.2.zip, r-release: rqPen_4.1.2.zip, r-oldrel: rqPen_4.1.2.zip
macOS binaries:	r-release (arm64): rqPen_4.1.2.tgz, r-oldrel (arm64): rqPen_4.1.2.tgz, r-release (x86_64): rqPen_4.1.2.tgz, r-oldrel (x86_64): rqPen_4.1.2.tgz
Old sources:	rqPen archive

Reverse dependencies:

Reverse imports:

evalITR, MTE

Linking:

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