rqPen4.2 package

Plots of coefficients by lambda for cv.rq.group.pen and cv.rq.pen

Plot of how coefficients change with tau

Plot of coefficients varying by quantiles for rq.pen.seq.cv object

Plot of how coefficients change with tau.

Coefficients from a cv.rq.group.pen object

Returns Coefficients of a cv.rq.pen object

Returns coefficients from a rq.pen.seq.cv object.

Returns coefficients of a rq.pen.seq object

Plots of cross validation results as a function of lambda.

Old cross validation function for group penalty

Cross validation plot for cv.rq.group.pen object

Plots cross validation results from a rq.pen.seq.cv object

Plot of coefficients of rq.pen.seq object as a function of lambda

Prediction for a cv.rq.pen object

Predictions from a qic.select object

Prediction for a rq.pen object

Predictions from rq.pen.seq.cv object

Predictions from rq.pen.seq object

Print a qic.select object

Prints a rq.pen.seq.cv object

Print a rq.pen.seq object

Calculate information criterion for penalized quantile regression mode...

Select tuning parameters using IC

Select tuning parameters using IC

Select tuning parameters using IC

Title Cross validation for consistent variable selection across multip...

Title Quantile regression estimation and consistent variable selection...

Estimates a quantile regression model with a group penalized objective...

Performs cross validation for a group penalty.

Fits quantile regression models using a group penalized objective func...

Estimates a quantile regression model with a lasso penalized quanitle ...

Non-convex penalized quantile regression

Does k-folds cross validation for rq.pen. If multiple values of a are ...

Fit a quantile regression model using a penalized quantile loss functi...

rqPen: A package for estimating quantile regression models using penal...