Package: pqrfe 1.1

Ian Meneghel Danilevicz

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.

Authors:Ian Meneghel Danilevicz [aut, cre], Valderio A Reisen [aut], Pascal Bondon [aut]

pqrfe_1.1.tar.gz
pqrfe_1.1.tar.gz(r-4.5-noble)pqrfe_1.1.tar.gz(r-4.4-noble)
pqrfe_1.1.tgz(r-4.4-emscripten)pqrfe_1.1.tgz(r-4.3-emscripten)
pqrfe.pdf |pqrfe.html✨
pqrfe/json (API)

# Install 'pqrfe' in R:
install.packages('pqrfe', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

1.00 score 1 stars 203 downloads 35 exports 3 dependencies

Last updated 2 years agofrom:2cf24488b5. Checks:1 OK, 1 NOTE. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 01 2025
R-4.5-linux-x86_64NOTEMar 01 2025

Exports:check_lambdachoice_pclean_datad_psi_alsd_psi_mqf_denf_tabloss_erloss_erfeloss_erlassoloss_mqrloss_mqrfeloss_mqrlassoloss_qrloss_qrfeloss_qrlassompqroptim_eroptim_erfeoptim_erlassooptim_mqroptim_mqrfeoptim_mqrlassooptim_qroptim_qrfeoptim_qrlassoplot_tauspqrprint.PQRpsi_alspsi_mqq_covrho_koenkerrho_mqsgf

Dependencies:MASSRcppRcppArmadillo

Citation

To cite package ‘pqrfe’ in publications use:

Danilevicz I, Reisen V, Bondon P (2022). pqrfe: Penalized Quantile Regression with Fixed Effects. R package version 1.1, https://CRAN.R-project.org/package=pqrfe.

Corresponding BibTeX entry: 

  @Manual{,
    title = {pqrfe: Penalized Quantile Regression with Fixed Effects},
    author = {Ian Meneghel Danilevicz and Valderio A Reisen and Pascal
      Bondon},
    year = {2022},
    note = {R package version 1.1},
    url = {https://CRAN.R-project.org/package=pqrfe},
  }