Adaptive Lasso Quantile Regression with Fixed Effects


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Documentation for package ‘alqrfe’ version 1.1

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alqrfe-package Adaptive Lasso Quantile Regression with Fixed Effects
alqrfe Adaptive Lasso Quantile Regression with Fixed Effects
bic_hat Bayesian Information Criteria
clean_data Clean missings
df_hat degrees of fredom
f_den Kernel density
f_tab Tabular function
loss_alqr Loss adaptive lasso quantile regression with fixed effects
loss_lqr Loss lasso quantile regression with fixed effects
loss_qr Loss quantile regression
loss_qrfe Loss quantile regression with fixed effects
make_z Incident matrix Z
mqr multiple penalized quantile regression
mqr_alpha multiple penalized quantile regression - alpha
optim_alqr optim adaptive lasso quantile regression with fixed effects
optim_lqr optim lasso quantile regression with fixed effects
optim_qr optim quantile regression
optim_qrfe optim quantile regression with fixed effects
plot_alpha plot multiple penalized quantile regression - alpha
plot_taus plot multiple penalized quantile regression
print.ALQRFE Print an ALQRFE
qr quantile regression
q_cov Covariance
rho_koenker Rho Koenker
sgf Identify significance