check_predict_parameters

Internal function to validate parameters for predicting with a <code>qrglasso</code> class object.

internal

Implements an adaptively weighted group Lasso procedure for simultaneous variable selection and structure identification in varying
coefficient quantile regression models and additive quantile regression models with ultra-high dimensional covariates. The methodology, grounded
in a strong sparsity condition, establishes selection consistency under certain weight conditions. To address the challenge of tuning parameter
selection in practice, a BIC-type criterion named high-dimensional information criterion (HDIC) is proposed. The Lasso procedure, guided by
HDIC-determined tuning parameters, maintains selection consistency. Theoretical findings are strongly supported by simulation studies.
(Toshio Honda, Ching-Kang Ing, Wei-Ying Wu, 2019, <DOI:10.3150/18-BEJ1091>).

Wen-Ting Wang

QuantRegGLasso

Adaptively Weighted Group Lasso for Semiparametric Quantile
Regression Models

Wei-Ying Wu

Toshio Honda

Ching-Kang Ing

check_predict_parameters function

<dl><dt>qrglasso_object</dt>
<dd>A <code>qrglasso</code> class object.</dd>
<dt>metric_type</dt>
<dd>Character. Metric type for gamma selection, e.g., <code>BIC</code>, <code>BIC-log</code>. Default is <code>BIC</code>.</dd>
<dt>top_k</dt>
<dd>Integer. Top K estimated functions.</dd>
<dt>degree</dt>
<dd>Integer. Degree of the piecewise polynomial.</dd>
<dt>boundaries</dt>
<dd>Array. Two boundary points.</dd></dl>

Arguments

Internal Function: Validate Parameters for Prediction with a qrglasso Object — check_predict_parameters

<dl>

<dt>qrglasso_object</dt>
<dd>A <code>qrglasso</code> class object.</dd>


<dt>metric_type</dt>
<dd>Character. Metric type for gamma selection, e.g., <code>BIC</code>, <code>BIC-log</code>. Default is <code>BIC</code>.</dd>


<dt>top_k</dt>
<dd>Integer. Top K estimated functions.</dd>


<dt>degree</dt>
<dd>Integer. Degree of the piecewise polynomial.</dd>


<dt>boundaries</dt>
<dd>Array. Two boundary points.</dd>

</dl>

check_predict_parameters: Internal Function: Validate Parameters for Prediction with a `qrglasso` Object

Description

Usage

Value

Arguments