rqPen

MaRDI QIDQ31096swMATHCRANFDO

Authors Ben Sherwood

Last update 24 August 2023

Copyright license MIT license, File License

Software version identifier 3.1.2, 3.1.3, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5.1, 1.5, 2.0, 2.1, 2.2.1, 2.2.2, 2.2, 2.3, 3.0.1, 3.0, 3.1.1, 3.1.2, 3.1, 3.2, 3.2.1

Official website https://cran.r-project.org/web/packages/rqPen/index.html

Source code repository https://github.com/cran/rqPen

Description

Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC. Below URL provides a link to a work in progress vignette.

Cited in

(20)

• A penalized approach to covariate selection through quantile regression coefficient models
• WpProj
• Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE)
• Prediction of composite indicators using locally weighted quantile regression
• Modified check loss for efficient estimation via model selection in quantile regression
• Quantile regression feature selection and estimation with grouped variables using Huber approximation
• Screening and selection for quantile regression using an alternative measure of variable importance
• bayesQR
• regpro
• QICD
• Brq
• Algorithm 478
• qrcmNP
• MTE
• Computational and statistical analyses for robust non-convex sparse regularized regression problem
• Variable selection for additive partial linear quantile regression with missing covariates
• Scalable estimation and inference for censored quantile regression process
• evalITR
• qgam
• conquer

This page was built for software: rqPen