Other packages > Find by keyword >

QuantRegGLasso  

Adaptively Weighted Group Lasso for Semiparametric Quantile Regression Models
View on CRAN: Click here


Download and install QuantRegGLasso package within the R console
Install from CRAN:
install.packages("QuantRegGLasso")

Install from Github:
library("remotes")
install_github("cran/QuantRegGLasso")

Install by package version:
library("remotes")
install_version("QuantRegGLasso", "1.0.1")



Attach the package and use:
library("QuantRegGLasso")
Maintained by
Wen-Ting Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-01-16
Latest Update: 2024-01-16
Description:
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, ).
How to cite:
Wen-Ting Wang (2024). QuantRegGLasso: Adaptively Weighted Group Lasso for Semiparametric Quantile Regression Models. R package version 1.0.1, https://cran.r-project.org/web/packages/QuantRegGLasso. Accessed 28 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:17), 1.0.0 (2024-01-16 18:20)
Other packages that cited QuantRegGLasso R package
View QuantRegGLasso citation profile
Other R packages that QuantRegGLasso depends, imports, suggests or enhances
Complete documentation for QuantRegGLasso
Functions, R codes and Examples using the QuantRegGLasso R package
Full QuantRegGLasso package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

mxnorm  
Apply Normalization Methods to Multiplexed Images
Implements methods to normalize multiplexed imaging data, including statistical metrics and visuali ...
Download / Learn more Package Citations See dependency  
survivalMPLdc  
Penalised Likelihood for Survival Analysis with Dependent Censoring
Fitting Cox proportional hazard model under dependent right censoring using copula and maximum penal ...
Download / Learn more Package Citations See dependency  
spatialCovariance  
Computation of Spatial Covariance Matrices for Data on Rectangles
Functions that compute the spatial covariance matrix for the matern and power classes of spatial mod ...
Download / Learn more Package Citations See dependency  
shinyFeedback  
Display User Feedback in Shiny Apps
Easily display user feedback in Shiny apps. ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
RGIFT  
Create Quizzes in GIFT Format
Implementation of some functions to create quizzes in the GIFT format. This format is used by sever ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA