Penalized Quantile Regression

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Documentation for package ‘rqPen’ version 1.1

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beta_plots Plots of Betas
check Quantile check function
cv.rq.pen Cross Validated quantile regression
cv_plots Plots of Cross-validation results
lasso Lasso
mcp MCP
mcp_deriv MCP Derivative
model_eval Model Evaluation
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
qbic Quantile Regresion BIC
randomly_assign Randomly Assign
rq.lasso.fit Quantile Regression with LASSO penalty
rq.nc.fit Non-convex penalized quantile regression
scad scad
scad_deriv SCAD Derivative
square Square function