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

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