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QuantRegGLasso

1.0.1

Adaptively Weighted Group Lasso for Semiparametric Quantile Regression Models

0packages depend
2.2Kdownloads / year
90.9%test coverage
13/13checks pass

Overview

About
Maintained by Wen-Ting WangFirst published 2024-01-162 releasesCRAN page ↗GitHub ↗

Implements an adaptively weighted group Lasso procedure for simultaneous variable selection and structure identification in varying coefficient quantile regression models and additive quantile regression models with ultra-high dimensional covariates. The methodology, grounded in a strong sparsity condition, establishes selection consistency under certain weight conditions. To address the challenge of tuning parameter selection in practice, a BIC-type criterion named high-dimensional information criterion (HDIC) is proposed. The Lasso procedure, guided by HDIC-determined tuning parameters, maintains selection consistency. Theoretical findings are strongly supported by simulation studies. (Toshio Honda, Ching-Kang Ing, Wei-Ying Wu, 2019, DOI:10.3150/18-BEJ1091).

Install

Health

CRAN checks
13OK
Slowest check: 2.7 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.60
90.9%
Coverage · measured lines
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-04-22
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 229 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
9%

Downloads

2.2K
CRAN downloads in the past year
Rank #21,327 · ~6/day · ~185/mo
Daily download trend is not available in this view yet.
13630 days
50890 days
2.2K1 year
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Repository

Repository
5Stars
0Forks
0Open issues
0Open PRs
1Releases
49Commits
2Contributors
group-lassohigh-dimensionalquantile-regressionr-packagercpparmadilloadmmrcpp
License GPL-2.0 · 49 commits · Last activity 2025-10-07 · 0% stars, 30d

Stars over time

2025-03-11 · 42026-07-07 · 5

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/egpivo/quantregglasso on 2026-08-03.

Continuous integration (1)
GitHub Actions
Coverage (1)
Codecov
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.4.0
Imports (2)
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (4)
Author, Maintainer
Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.1Latest
    2025-10-06 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.0.0
    2024-01-16
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2024-01-16
Total releases
2 / 2 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.4.0
Download size
27 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Start here. This is the citation for the package itself.

citation("QuantRegGLasso")

CRAN DOI

https://doi.org/10.32614/CRAN.package.QuantRegGLasso

BibTeX, derived from DESCRIPTION

@Manual{QuantRegGLasso,
  title  = {QuantRegGLasso: Adaptively Weighted Group Lasso for Semiparametric Quantile
Regression Models},
  author = {Wang, Wen-Ting and Honda, Toshio and Ing, Ching-Kang and Wu, Wei-Ying},
  year   = {2025},
  note   = {R package version 1.0.1},
  doi    = {10.32614/CRAN.package.QuantRegGLasso},
  url    = {https://CRAN.R-project.org/package=QuantRegGLasso}
}

Derived from the package DESCRIPTION, not from a citation file the authors wrote. If they publish one later, prefer it.

This is the citation for the package. It is not a citation for the R Observatory.

Cite this page

Use this when the claim is about a measurement on this page.

BibTeX

@misc{robservatoryQuantRegGLasso,
  author    = {Balamuta, James Joseph},
  title     = {{R} {Observatory}: Metrics for {QuantRegGLasso} version 1.0.1},
  year      = {2026},
  publisher = {HJJB, LLC},
  url       = {https://r-observatory.thecoatlessprofessor.com/packages/QuantRegGLasso},
  note      = {Data set. Data release v2026-08-05}
}

APA

Balamuta, J. J. (2026). R Observatory: Metrics for QuantRegGLasso version 1.0.1 [Data set]. HJJB, LLC. Data release v2026-08-05. https://r-observatory.thecoatlessprofessor.com/packages/QuantRegGLasso

RIS

TY  - DATA
AU  - Balamuta, James Joseph
TI  - R Observatory: Metrics for QuantRegGLasso version 1.0.1
PY  - 2026
PB  - HJJB, LLC
N1  - Data release v2026-08-05
UR  - https://r-observatory.thecoatlessprofessor.com/packages/QuantRegGLasso
ER  - 

In prose

These package metrics were obtained from the R Observatory (Balamuta, 2026), data release v2026-08-05, https://r-observatory.thecoatlessprofessor.com/packages/QuantRegGLasso.

Bound to data release v2026-08-05, which is what makes the numbers on this page reproducible. See how to cite.

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