rqPen

MaRDI QIDQ31096swMATHCRANFDO

Authors Ben Sherwood, Shaobo Li, Adam Maidman

Last update 4 February 2026

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, PACKAGES.rds, 3.2.2, 4.0, 4.1.1, 4.1.2, 4.1.3, 4.1.4, 4.1, 4.2

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. In addition, offers a group penalty that provides consistent variable selection across quantiles. 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 article in the R Journal.

Cited in

(21)

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

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