get_coef_pen

coefs

lambda

<p>If the intercept is part of the coefficients.</p>

intercept

penVars

penalty

<p>Returns the value for the penalized portion of the penalized objective function.</p>

Performs penalized quantile regression for LASSO, SCAD and MCP 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.

Ben Sherwood

rqPen

Penalized Quantile Regression

get_coef_pen function

Returns the coefficient part of the penalized objective function — get_coef_pen

Returns the coefficient part of the penalized objective function

get_coef_pen: Returns the coefficient part of the penalized objective function

Description

Usage

Arguments