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.

Version: 1.1
Imports: Rcpp (≥ 1.0.5), MASS (≥ 7.3-49)
LinkingTo: Rcpp, RcppArmadillo
Suggests: tinytest (≥ 1.3.1)
Published: 2022-12-01
DOI: 10.32614/CRAN.package.pqrfe
Author: Ian Meneghel Danilevicz ORCID iD [aut, cre], Valderio A Reisen [aut], Pascal Bondon [aut]
Maintainer: Ian Meneghel Danilevicz <iandanilevicz at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: pqrfe results


Reference manual: pqrfe.pdf


Package source: pqrfe_1.1.tar.gz
Windows binaries: r-devel: pqrfe_1.1.zip, r-release: pqrfe_1.1.zip, r-oldrel: pqrfe_1.1.zip
macOS binaries: r-release (arm64): pqrfe_1.1.tgz, r-oldrel (arm64): pqrfe_1.1.tgz, r-release (x86_64): pqrfe_1.1.tgz, r-oldrel (x86_64): pqrfe_1.1.tgz
Old sources: pqrfe archive


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