rqPen (version 2.3)

getRho: Objective Function Value

Description

Returns unpenalized portion of the objective function for a penalized quantile regression object.

Usage

getRho(model)

Value

Rho is the value of the unpenalized portion of the objective function.

Arguments

model

Object with rho as an attribute

Author

Ben Sherwood

Examples

x <- matrix(rnorm(800),nrow=100)
y <- 1 + x[,1] - 3*x[,5] + rnorm(100)
lassoModel <- rq.lasso.fit(x,y,lambda=.5)
getRho(lassoModel)