bytau.plot

Plot of how coefficients change with tau

Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. In addition, offers a group penalty that provides consistent variable selection across quantiles. 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.

Ben Sherwood

rqPen

Penalized Quantile Regression

Shaobo Li

Adam Maidman

bytau.plot function

<dl><dt>x</dt>
<dd>A rq.pen.seq or rq.pen.seq.cv object.</dd>
<dt>...</dt>
<dd>Additional arguments see bytau.plot.rq.pen.seq() or bytau.plot.rq.pen.seq.cv() for more information.</dd></dl>

Arguments

Ben Sherwood, <a href="/link/ben.sherwood%40ku.edu?package=rqPen&version=4.1.3" data-mini-rdoc="rqPen::ben.sherwood@ku.edu">ben.sherwood@ku.edu</a>

Author

Plot of how coefficients change with tau — bytau.plot

<dl>

<dt>x</dt>
<dd>A rq.pen.seq or rq.pen.seq.cv object.</dd>


<dt>...</dt>
<dd>Additional arguments see bytau.plot.rq.pen.seq() or bytau.plot.rq.pen.seq.cv() for more information.</dd>

</dl>

Ben Sherwood, <a href='mailto:ben.sherwood@ku.edu'>ben.sherwood@ku.edu</a>

bytau.plot: Plot of how coefficients change with tau

Description

Usage

Value

Arguments

Author