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: | 1.3 |
| Imports: | Rcpp (≥ 1.0.5), MASS (≥ 7.3-49) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 3.0.0), tinytest (≥ 1.3.1) |
| Published: | 2025-12-08 |
| DOI: | 10.32614/CRAN.package.pqrfe |
| Author: | Ian Meneghel Danilevicz
 [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 |
Documentation:
| Reference manual: | pqrfe.html , pqrfe.pdf |
Downloads:
| Package source: | pqrfe_1.3.tar.gz |
| Windows binaries: | r-devel: pqrfe_1.2.zip, r-release: pqrfe_1.2.zip, r-oldrel: pqrfe_1.2.zip |
| macOS binaries: | r-release (arm64): pqrfe_1.2.tgz, r-oldrel (arm64): pqrfe_1.2.tgz, r-release (x86_64): pqrfe_1.2.tgz, r-oldrel (x86_64): pqrfe_1.2.tgz |
| Old sources: | pqrfe archive |
Linking:
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