QuantRegGLasso
1.0.1Adaptively Weighted Group Lasso for Semiparametric Quantile Regression Models
Overview
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).
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Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 9%
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Dependencies
Nothing depends on this yet.
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.0.02024-01-16
- RR 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.QuantRegGLassoBibTeX, 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/QuantRegGLassoRIS
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.