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: 1.4
Depends: R (≥ 3.0.0), quantreg, regpro
Published: 2016-04-21
Author: Ben Sherwood [aut, cre], Adam Maidman [ctb]
Maintainer: Ben Sherwood <bsherwo2 at jhu.edu>
BugReports: NA
License: MIT + file LICENSE
URL: NA
NeedsCompilation: yes
Materials: NEWS
CRAN checks: rqPen results

Downloads:

Reference manual: rqPen.pdf
Package source: rqPen_1.4.tar.gz
Windows binaries: r-devel: rqPen_1.4.zip, r-release: rqPen_1.4.zip, r-oldrel: rqPen_1.4.zip
OS X Mavericks binaries: r-release: rqPen_1.4.tgz, r-oldrel: rqPen_1.4.tgz
Old sources: rqPen archive