Estimate the Coefficients for Non-Convex Penalized Quantile Regression Model by using QICD Algorithm


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Documentation for package ‘QICD’ version 1.0.1

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QICD-package Estimation of coefficients of nonconvex penalized quantile regression model
allzero Judge an all zero vector
checkloss Obtain the checkloss for quantile regression
QBIC High dimensional BIC for quantile regression model
QICD Fit a nonconvex penalized quantile regression model
QICD.BIC BIC for QICD on tuning parameter searching
QICD.cv Cross-validation for QICD