rqPen swMATH ID: 19266 Software Authors: Ben Sherwood, Adam Maidman Description: R package rqPen: Penalized Quantile Regression. Performs penalized quantile regression for LASSO, SCAD and MCP functions including group penalties. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC. Homepage: https://cran.r-project.org/web/packages/rqPen/index.html Source Code: https://github.com/cran/rqPen Dependencies: R Related Software: R; quantreg; gglasso; glmnet; conquer; grpreg; GitHub; AER; fields; ElemStatLearn; OpenSim; grplasso; fda (R); qrcmNP; covTest; qrcm; regpro Cited in: 10 Documents all top 5 Cited by 28 Authors 2 Sherwood, Ben 1 Asijavičius, Povilas 1 Bottai, Matteo 1 Chiodi, Marcello 1 Crouch, Dustin 1 Frumento, Paolo 1 He, Xuming 1 Honda, Toshio 1 Huang, He 1 Islam, Muhammad Nazmul 1 Jung, Yoonsuh 1 Katayama, Shota 1 Kim, Hang Joon 1 Kong, Yinfei 1 Li, Shaobo 1 Li, Yujie 1 Lin, Chien-Tong 1 MacEachern, Steven N. 1 Pan, Lizhi 1 Pan, Xiaoou 1 Rukšėnaitė, Jurga 1 Sottile, Gianluca 1 Staicu, Ana-Maria 1 Stallrich, Jonathan W. 1 Tan, Kean Ming 1 Vaitkus, Pranas 1 Zerom, Dawit 1 Zhou, Wen-Xin all top 5 Cited in 9 Serials 2 Journal of Multivariate Analysis 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Journal of Statistical Planning and Inference 1 Journal of Applied Statistics 1 Nonlinear Analysis. Modelling and Control 1 Statistical Modelling 1 The Annals of Applied Statistics 1 Statistics and Computing Cited in 2 Fields 10 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) Citations by Year