Penalized Quantile Regression

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Documentation for package ‘rqPen’ version 3.1.3

• DESCRIPTION file.
• Package NEWS.

Help Pages

bytau.plot	Plot of how coefficients change with tau
bytau.plot.rq.pen.seq	Plot of how coefficients change with tau.
bytau.plot.rq.pen.seq.cv	Plot of coefficients varying by quantiles for rq.pen.seq.cv object
coef.rq.pen.seq	Returns coefficients of a rq.pen.seq object
coef.rq.pen.seq.cv	Returns coefficients from a rq.pen.seq.cv object.
plot.rq.pen.seq	Plot of coefficients of rq.pen.seq object as a function of lambda
plot.rq.pen.seq.cv	Plots cross validation results from a rq.pen.seq.cv object
predict.qic.select	Predictions from a qic.select object
predict.rq.pen.seq	Predictions from rq.pen.seq object
predict.rq.pen.seq.cv	Predictions from rq.pen.seq.cv object
print.qic.select	Print a qic.select object
print.rq.pen.seq	Print a rq.pen.seq object
print.rq.pen.seq.cv	Prints a rq.pen.seq.cv object
qic.select	Select tuning parameters using IC
qic.select.rq.pen.seq	Select tuning parameters using IC
qic.select.rq.pen.seq.cv	Select tuning parameters using IC
rq.group.pen	Fits quantile regression models using a group penalized objective function.
rq.group.pen.cv	Performs cross validation for a group penalty. #'
rq.pen	Fit a quantile regression model using a penalized quantile loss function.
rq.pen.cv	Does k-folds cross validation for rq.pen. If multiple values of a are specified then does a grid based search for best value of lambda and a.
rqPen	rqPen: A package for estimating quantile regression models using penalized objective functions.