Penalized Quantile Regression

Documentation for package ‘rqPen’ version 3.0

Help Pages

beta_plots	Plots of coefficients by lambda for cv.rq.group.pen and cv.rq.pen
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.cv.rq.group.pen	Coefficients from a cv.rq.group.pen object
coef.cv.rq.pen	Returns Coefficients of a cv.rq.pen 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.
cv.rq.group.pen	Old cross validation function for group penalty
cv.rq.pen	Cross Validated quantile regression
cv_plots	Plots of cross validation results as a function of lambda.
plot.cv.rq.group.pen	Cross validation plot for cv.rq.group.pen 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.cv.rq.pen	Prediction for a cv.rq.pen object
predict.qic.select	Predictions from a qic.select object
predict.rq.pen	Prediction for a rq.pen object
predict.rq.pen.seq	Predictions from rq.pen.seq object
predict.rq.pen.seq.cv	Predictions from rq.pen.seq.cv object
print.cv.rq.pen	Prints a cv.rq.pen object.
print.qic.select	Print a qic.select object
print.rq.pen	Prints an rq.pen object
print.rq.pen.seq	Print a rq.pen.seq object
print.rq.pen.seq.cv	Prints a rq.pen.seq.cv object
qic	Calculate information criterion for penalized quantile regression models
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
QICD	Implements QICD algorithm
QICD.nonpen	Implements QICD algorithm with some variables not being penalized
rq.group.fit	Estimates a quantile regression model with a group penalized objective function.
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.lasso.fit	Estimates a quantile regression model with a lasso penalized quanitle loss function.
rq.nc.fit	Non-convex penalized quantile regression
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.