rqPen (version 3.2.2)

qic.select: Select tuning parameters using IC

Description

Selects tuning parameters using IC. If weights were used for the loss function then same weights will be used in calculating IC.

Usage

qic.select(obj, ...)

Value

Returns a qic.select object.

Arguments

obj

A rq.pen.seq or rq.pen.seq.cv object.

...

Additional arguments see qic.select.rq.pen.seq() or qic.select.rq.pen.seq.cv() for more information.

Author

Ben Sherwood,

References

qrbicrqPen

Examples

set.seed(1)
x <- matrix(runif(800),ncol=8)
y <- 1 + x[,1] + x[,8] + (1+.5*x[,3])*rnorm(100)
m1 <- rq.pen(x,y,penalty="ENet",a=c(0,.5,1),tau=c(.25,.75))
qic.select(m1)