rqPen (version 2.2.2)

getRho: Objective Function Value

Description

Returns unpenalized portion of the objective function for a penalized quantile regression object.

Usage

getRho(model)

Arguments

model

Object with rho as an attribute

Value

Rho is the value of the unpenalized portion of the objective function.

Examples

# NOT RUN {
x <- matrix(rnorm(800),nrow=100)
y <- 1 + x[,1] - 3*x[,5] + rnorm(100)
lassoModel <- rq.lasso.fit(x,y,lambda=.5)
getRho(lassoModel)
# }