Penalized Quantile Regression with Fixed Effects
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Documentation for package ‘pqrfe’ version 1.1
Help Pages
| pqrfe-package | Penalized Quantile Regression with Fixed Effects |
| check_lambda | check lambda |
| choice_p | choice model |
| clean_data | Clean missings |
| d_psi_als | D Psi ALS |
| d_psi_mq | D Psi M-quantile |
| f_den | Kernel density |
| f_tab | Tabular function |
| loss_er | Loss expectile regression |
| loss_erfe | Loss expectile regression with fixed effects |
| loss_erlasso | Loss lasso expectile regression with fixed effects |
| loss_mqr | Loss M-quantile regression |
| loss_mqrfe | Loss M-quantile regression with fixed effects |
| loss_mqrlasso | Loss lasso M-quantile regression with fixed effects |
| loss_qr | Loss quantile regression |
| loss_qrfe | Loss quantile regression with fixed effects |
| loss_qrlasso | Loss lasso quantile regression with fixed effects |
| mpqr | Multiple penalized quantile regression |
| optim_er | optim expectile regression |
| optim_erfe | optim expectile regression with fixed effects |
| optim_erlasso | optim expectile regression with fixed effects and LASSO |
| optim_mqr | optim M-quantile regression |
| optim_mqrfe | optim quantile regression with fixed effects |
| optim_mqrlasso | optim M-quantile regression with fixed effects and LASSO |
| optim_qr | optim quantile regression |
| optim_qrfe | optim quantile regression with fixed effects |
| optim_qrlasso | optim quantile regression with fixed effects and LASSO |
| plot_taus | Plot multiple penalized quantile regression |
| pqr | Penalized quantile regression with fixed effects |
| pqrfe | Penalized Quantile Regression with Fixed Effects |
| print.PQR | Print an PQR |
| psi_als | Psi ALS |
| psi_mq | Psi M-quantile |
| q_cov | Covariance |
| rho_koenker | Rho Koenker |
| rho_mq | Rho M-quantile |
| sgf | Identify significance |