transform_coefs

Takes the coefficients fit after scaling the predictors to have mean zero and a standard 
deviation of one and transforms them back to the original scale of the predictors.

Performs penalized quantile regression for LASSO, SCAD and MCP 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.

Ben Sherwood

rqPen

Penalized Quantile Regression

transform_coefs function

<dl> <dt>coefs</dt>
<dd>Coefficients to be transformed.</dd> <dt>mu_x</dt>
<dd>Means of the original predictors.</dd> <dt>sigma_x</dt>
<dd>Standard deviations of the original predictors.</dd> <dt>intercept</dt>
<dd>Whether an intercept is included in the model.</dd></dl>

Arguments

Author

Transform coefficients back to original scale — transform_coefs

<dl>

 <dt>coefs</dt>
<dd>Coefficients to be transformed.</dd>

 <dt>mu_x</dt>
<dd>Means of the original predictors.</dd>

 <dt>sigma_x</dt>
<dd>Standard deviations of the original predictors.</dd>

 <dt>intercept</dt>
<dd>Whether an intercept is included in the model.</dd>

</dl>

transform_coefs: Transform coefficients back to original scale

Description

Usage

Arguments

Author