pqrfe: Penalized Quantile Regression with Fixed Effects
Quantile regression with fixed effects is a general model for longitudinal data. Here we proposed to solve it by several methods. The estimation methods include three loss functions as check, asymmetric least square and asymmetric Huber functions; and three structures as simple regression, fixed effects and fixed effects with penalized intercepts by LASSO.
| Version: |
1.1 |
| Imports: |
Rcpp (≥ 1.0.5), MASS (≥ 7.3-49) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
tinytest (≥ 1.3.1) |
| Published: |
2022-12-01 |
| Author: |
Ian Meneghel Danilevicz
 [aut, cre],
Valderio A Reisen [aut],
Pascal Bondon [aut] |
| Maintainer: |
Ian Meneghel Danilevicz <iandanilevicz at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| CRAN checks: |
pqrfe results |
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