Penalized Quantile Regression

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Documentation for package ‘rqPen’ version 1.4

Help Pages

beta_plots Plots of Betas
check Quantile check function
coef.cv.rq.group.pen Group Penalized Quantile Regression Coefficients
coef.cv.rq.pen Penalized Quantile Regression Coefficients
cv.rq.group.pen Cross Validated quantile regression with group penalty
cv.rq.pen Cross Validated quantile regression
cv_plots Plots of Cross-validation results
getRho Objective Function Value
groupMultLambda Quantile Regression with Group Penalty for multiple lambdas
groupQICD Quantile Regression with Group Penalty using QICD algorithm
group_derivs Derivative of a group penalty
kernel_estimates Kernel based estimates of Y|X
kernel_weights Nonparametric estimate of IPW weights
lasso Lasso
mcp MCP
mcp_deriv MCP Derivative
model_eval Model Evaluation
nonzero Nonzero
nonzero.cv.rq.group.pen Nonzero
plot.cv.rq.group.pen Plot cv.rq.group.pen
pos_part Positive part
predict.cv.rq.pen Prediction from a cv quantile regression penalized model
predict.rq.pen Prediction from a quantile regression penalized model
print.cv.rq.pen Print cv.rq.pen object
print.rq.pen Print rq.pen object
qbic Quantile Regresion BIC
QICD QICD Algorithm for Nonconvex Penalized Quantile Regression
randomly_assign Randomly Assign
rq.group.fit Quantile Regresion with Group Penalty
rq.group.lin.prog Quantile Regresion with Group Penalty using linear programming algorithm
rq.lasso.fit Quantile Regression with LASSO penalty
rq.lasso.fit.mult Fit Quantile Regression model for varying quantiles with LASSO penalty
rq.nc.fit Non-convex penalized quantile regression
scad scad
scad_deriv SCAD Derivative
square Square function