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:	2.3
Depends:	R (≥ 3.0.0), quantreg
Imports:	methods
Suggests:	splines
Published:	2022-03-22
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

Documentation:

Reference manual:

rqPen.pdf

Downloads:

Package source:	rqPen_2.3.tar.gz
Windows binaries:	r-devel: rqPen_2.3.zip, r-release: rqPen_2.3.zip, r-oldrel: rqPen_2.3.zip
macOS binaries:	r-release (arm64): rqPen_2.3.tgz, r-oldrel (arm64): rqPen_2.3.tgz, r-release (x86_64): rqPen_2.3.tgz, r-oldrel (x86_64): rqPen_2.3.tgz
Old sources:	rqPen archive

Reverse dependencies:

Reverse imports:

MTE

Linking:

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