Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty 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. Below URL provides a link to a work in progress vignette.
https://anaconda.org/r/r-rqpen/badges/version.svg
https://anaconda.org/r/r-rqpen/badges/latest_release_date.svg
https://anaconda.org/r/r-rqpen/badges/latest_release_relative_date.svg
https://anaconda.org/r/r-rqpen/badges/platforms.svg
https://anaconda.org/r/r-rqpen/badges/license.svg
https://anaconda.org/r/r-rqpen/badges/downloads.svg