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. |