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pqrfe

Penalized Quantile Regression with Fixed Effects

v1.3 · Dec 8, 2025 · GPL (>= 2)

Description

Quantile regression with fixed effects is a general model for longitudinal data. Here we proposed to solve it by several methods. The estimation methods include three loss functions as check, asymmetric least square and asymmetric Huber functions; and three structures as simple regression, fixed effects and fixed effects with penalized intercepts by LASSO.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp MASS pqrfe

Version History

new 1.3 Mar 10, 2026
updated 1.3 ← 1.2 diff Dec 7, 2025
updated 1.2 ← 1.1 diff Nov 13, 2025
updated 1.1 ← 1.0 diff Nov 30, 2022
new 1.0 Oct 19, 2022