Penalized Quantile Regression R package rqPen version 4.2 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 article in the R Journal. Software Depends: R (>= 3.0.0) Imports: methods, quantreg, hqreg, hrqglas, data.table, Rdpack, lifecycle, plyr, Matrix, Rcpp LinkingTo: Rcpp, RcppArmadillo Suggests: splines, knitr Ben Sherwood <ben.sherwood@ku.edu> Comprehensive R Archive Network (CRAN) Ben Sherwood [aut, cre], Shaobo Li [aut], Adam Maidman [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=rqPen/LICENSE) 2026-02-04 application/tgz https://CRAN.R-project.org/package=rqPen doi:10.32614/CRAN.package.rqPen