plot.cv.rq.group.pen

Cross validation plot for cv.rq.group.pen object

internal

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

plot.cv.rq.group.pen function

<dl><dt>x</dt>
<dd>A cv.rq.group.pen object</dd>
<dt>...</dt>
<dd>Additional parameters for plot function.</dd></dl>

Arguments

Cross validation plot for cv.rq.group.pen object — plot.cv.rq.group.pen

<dl>

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


<dt>...</dt>
<dd>Additional parameters for plot function.</dd>

</dl>

plot.cv.rq.group.pen: Cross validation plot for cv.rq.group.pen object

Description

Usage

Value

Arguments