Uniformly Adaptive-LASSO Quantile Regression

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Documentation for package ‘UnifQuantReg’ version 1.0

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UnifQuantReg-package A package conducting uniformly adaptive-LASSO quantile regression for model selection
lsalasso Adaptive-LASSO linear regression with BIC tuning parameter
rqalasso Adaptive_LASSO model selection and parameter estimation based on Quantile regression
UnifQuantReg A package conducting uniformly adaptive-LASSO quantile regression for model selection
urqalasso Adaptive-LASSO with uniform Weights