The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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 |
| Reference manual: | rqPen.pdf |
| 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 imports: | evalITR, MTE |
Please use the canonical form https://CRAN.R-project.org/package=rqPen to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.