# Penalized Quantile Regression

## Documentation for package ‘rqPen’ version 4.1.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

rqPen-package | rqPen: A package for estimating quantile regression models using penalized objective functions.
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.gq.pen | Title Quantile regression estimation and consistent variable selection across multiple quantiles
rq.gq.pen.cv | Title Cross validation for consistent variable selection across multiple quantiles.
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.