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 article in the R Journal.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
4.2 |
rolling source/ R- | rqPen_4.2.tar.gz |
120.6 KiB |
4.2 |
latest source/ R- | rqPen_4.2.tar.gz |
120.6 KiB |
4.2 |
2026-04-23 source/ R- | rqPen_4.2.tar.gz |
120.6 KiB |
4.2 |
2026-04-09 windows/windows R-4.5 | rqPen_4.2.zip |
755.6 KiB |