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: 1.5.1
Depends: R (≥ 3.0.0), quantreg, regpro
Published: 2016-11-05
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

Downloads:

Reference manual: rqPen.pdf
Package source: rqPen_1.5.1.tar.gz
Windows binaries: r-devel: rqPen_1.5.1.zip, r-release: rqPen_1.5.1.zip, r-oldrel: rqPen_1.5.1.zip
OS X Mavericks binaries: r-release: rqPen_1.5.1.tgz, r-oldrel: rqPen_1.5.1.tgz
Old sources: rqPen archive

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