rqPen

4.2

Penalized Quantile Regression

5packages depend

10.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Ben SherwoodFirst published 2014-10-2929 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("rqPen", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rqpen

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-rqPen

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 3.6 min · r-oldrel-windows-x86_64

Check history

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 signals are not tracked yet for this package.

Downloads

10.9K

CRAN downloads in the past year

Rank #4,977 · ~30/day · ~910/mo

rqPen Releases R versions

Daily download trend is not available in this view yet.

51630 days

1.8K90 days

10.9K1 year

Compare downloads with other packages →

Also on496 r2u15 autocran26 c2d4u

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.0

Imports (10)

methodsquantreg hqreg hrqglas data.table Rdpack lifecycle plyrMatrixRcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

splinesknitr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

5direct

1indirect

MTE WpProj evalITR pboost mixqr

Code & Tests

People & History

People (3)

Maintainer (1)

Ben Sherwood

Author, Maintainer

Authors (3)

Ben Sherwood

Author, Maintainer

Shaobo Li

Author · added in 3.0

Adam Maidman

Author · added in 1.3

Package Timeline

29 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
4.2Latest
2026-02-04 · current release · diff ↗
4.1.4
2025-12-18 · diff ↗
R
R 4.5.0 released · 2025-04-11
4.1.3
2025-02-13 · diff ↗
4.1.2
2024-10-29 · diff ↗
4.1.1
2024-06-04 · diff ↗
4.1
2024-05-07 · diff ↗
R
R 4.4.0 released · 2024-04-24
4.0
2024-04-18 · diff ↗
3.2.2
2024-03-14 · diff ↗
3.2.1
2023-08-24 · diff ↗
3.2
2023-07-17 · diff ↗
R
R 4.3.0 released · 2023-04-21
3.1.3
2023-04-11 · diff ↗
3.1.2
2023-03-29 · diff ↗

Show 28 earlier events

3.1.1
2023-03-04 · diff ↗
3.1
2023-02-21 · diff ↗
3.0.1
2023-01-31 · diff ↗
3.0
2022-08-09 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.3
2022-03-22 · diff ↗
unarchivedReturned to CRAN
2022-03-22
archivedRemoved from CRAN
2022-03-18
requires archived package 'denpro'
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
2.2.2
2020-04-09 · diff ↗
2.2.1
2020-01-28 · diff ↗
2.2
2019-12-10 · diff ↗
2.1
2019-05-01 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
2.0
2017-05-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
1.5.1
2016-11-05 · diff ↗
1.5
2016-10-24 · diff ↗
R
R 3.3.0 released · 2016-05-03
1.4
2016-04-21 · diff ↗
1.3
2016-02-08 · diff ↗
1.2
2015-10-22 · diff ↗
R
R 3.2.0 released · 2015-04-16
1.1
2015-03-15 · diff ↗
1.0
2014-10-29
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-10-29
Total releases: 29 / 12 yrs
License: MIT + file LICENSE OSI
Download size: 121 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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