awgl {QuantRegGLasso}R Documentation

Internal function: Quantile Regression with Adaptively Group Lasso without Omega

Description

Internal function: Quantile regression with adaptively group Lasso without Omega.

Usage

awgl(Y, W, lambda, tau, L, qn, zeta, zetaincre, maxit, tol)

Arguments

Y

Data matrix (n \times 1).

W

B-splines with covariates matrix with p \times L columns and n rows.

lambda

A sequence of tuning parameters.

tau

A quantile of interest.

L

The number of groups.

qn

A bound parameter for HDIC.

zeta

A step parameter.

zetaincre

An increment of each step.

maxit

The maximum number of iterations.

tol

A tolerance rate.

Value

A list of selected parameters.


[Package QuantRegGLasso version 1.0.0 Index]