Other packages > Find by keyword >

rqPen  

Penalized Quantile Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rqPen", "4.1.4")



Attach the package and use:
library("rqPen")
Maintained by
Ben Sherwood
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-10-29
Latest Update: 2025-02-13
Description:
Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty 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. Below URL provides a link to a work in progress vignette.
How to cite:
Ben Sherwood (2014). rqPen: Penalized Quantile Regression. R package version 4.1.4, https://cran.r-project.org/web/packages/rqPen. Accessed 15 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:53), 1.0 (2014-10-29 07:44), 1.1 (2015-03-15 17:47), 1.2 (2015-10-22 22:14), 1.3 (2016-02-08 23:32), 1.4 (2016-04-21 08:20), 1.5.1 (2016-11-05 00:45), 1.5 (2016-10-24 17:20), 2.0 (2017-05-16 23:51), 2.1 (2019-05-01 23:20), 2.2.1 (2020-01-28 18:10), 2.2.2 (2020-04-09 19:10), 2.2 (2019-12-10 22:10), 2.3 (2022-03-22 13:50), 3.0.1 (2023-01-31 21:40), 3.0 (2022-08-09 20:10), 3.1.1 (2023-03-04 00:00), 3.1.2 (2023-03-29 00:10), 3.1.3 (2023-04-11 19:10), 3.1 (2023-02-21 00:10), 3.2.1 (2023-08-24 20:00), 3.2.2 (2024-03-14 21:50), 3.2 (2023-07-17 17:10), 4.0 (2024-04-18 20:12), 4.1.1 (2024-06-04 15:30), 4.1.2 (2024-10-29 17:10), 4.1.3 (2025-02-13 11:40), 4.1.4 (2025-12-18 07:10), 4.1 (2024-05-07 23:00)
Other packages that cited rqPen R package
View rqPen citation profile
Other R packages that rqPen depends, imports, suggests or enhances
Complete documentation for rqPen
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

CTTinShiny  
Shiny Interface for the CTT Package
A Shiny interface developed in close coordination with the CTT package, providing a GUI that guides ...
Download / Learn more Package Citations See dependency  
SiER  
Signal Extraction Approach for Sparse Multivariate Response Regression
Methods for regression with high-dimensional predictors andunivariate or maltivariate response varia ...
Download / Learn more Package Citations See dependency  
RXshrink  
Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression
Functions are provided to calculate and display ridge TRACE Diagnostics for a variety of alternativ ...
Download / Learn more Package Citations See dependency  
AFR  
Toolkit for Regression Analysis of Kazakhstan Banking Sector Data
Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data. ...
Download / Learn more Package Citations See dependency  
objectSignals  
Observer Pattern for S4
A mutable Signal object can report changes to its state, clients could register functions so that t ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

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