Penalized Quantile Regression

Documentation for package ‘rqPen’ version 1.3

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
groupQICD	Quantile Regression with Group Penalty using QICD algorithm
groupQICDMultLambda	Quantile Regression with Group Penalty using QICD algorithm for multiple lambdas
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
qbic	Quantile Regresion BIC
randomly_assign	Randomly Assign
rq.group.fit	Quantile Regresion with Group Penalty
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