Package: rqPen
Type: Package
Title: Penalized Quantile Regression
Version: 4.1
Date: 2024-05-07
Author: Ben Sherwood [aut, cre], Adam Maidman [aut], Shaobo Li [aut] 
Depends: R (>= 3.0.0)
Imports: methods, quantreg, hqreg, hrqglas, data.table, Rdpack,
        lifecycle, plyr, Matrix, Rcpp
LinkingTo: Rcpp, RcppArmadillo
RdMacros: Rdpack
Suggests: splines, knitr
Maintainer: Ben Sherwood <ben.sherwood@ku.edu>
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 a work in progress vignette. 
ByteCompile: TRUE
Encoding: UTF-8
License: MIT + file LICENSE
URL:
        https://github.com/bssherwood/rqpen/blob/master/ignore/rqPenArticle.pdf
RoxygenNote: 7.2.3
NeedsCompilation: yes
Packaged: 2024-05-07 19:49:59 UTC; b157s966
Repository: CRAN
Date/Publication: 2024-05-07 21:00:03 UTC
Built: R 4.4.0; x86_64-apple-darwin20; 2024-05-07 22:06:40 UTC; unix
Archs: rqPen.so.dSYM
