predict.cv.rq.pen

This function is no longer exported.

internal

Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. In addition, offers a group penalty that provides consistent variable selection across quantiles. 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 article in the R Journal.

Ben Sherwood

rqPen

Penalized Quantile Regression

Shaobo Li

Adam Maidman

predict.cv.rq.pen function

<dl><dt>object</dt>
<dd>A cv.rq.pen object.</dd>
<dt>newx</dt>
<dd>Matrix of new data to make predictions with.</dd>
<dt>lambda</dt>
<dd>Lambda value used, default is the value associated with the minimum cross validation result.</dd>
<dt>...</dt>
<dd>Additional parameters that are currenlty ignored</dd></dl>

Arguments

Prediction for a cv.rq.pen object — predict.cv.rq.pen

<dl>

<dt>object</dt>
<dd>A cv.rq.pen object.</dd>


<dt>newx</dt>
<dd>Matrix of new data to make predictions with.</dd>


<dt>lambda</dt>
<dd>Lambda value used, default is the value associated with the minimum cross validation result.</dd>


<dt>...</dt>
<dd>Additional parameters that are currenlty ignored</dd>

</dl>

predict.cv.rq.pen: Prediction for a cv.rq.pen object

Description

Usage

Value

Arguments