Penalized Quantile Regression

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Documentation for package ‘rqPen’ version 2.3

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rqPen-package Penalized quantile regression for LASSO, SCAD, and MCP penalty functions including group penalties
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
get_coef_pen Returns the coefficient part of the penalized objective function
groupMultLambda Quantile Regression with Group Penalty for multiple lambdas
group_derivs Derivative of a group penalty
lasso Lasso
LASSO.fit LASSO Penalized Quantile Regression
LASSO.fit.nonpen LASSO Penalized Quantile Regression with some nonpenalized coefficients
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
qaSIS Quantile Adaptive Sure Independence Screening
qbic Quantile Regresion BIC
QICD Penalized Quantile Regression with QICD Algorithm
QICD.group Group Penalized Quantile Regression with QICD Algorithm
QICD.master Master QICD Function for Regular QICD, group QICD, and Partially Penalized QICD with Multiple Lambdas
QICD.nonpen Penalized Quantile Regression with some nonpenalized coefficients with QICD Algorithm
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
transform_coefs Transform coefficients back to original scale