To cite rqPen in publications use:

Sherwood B, Li S, Maidman A (2025). “rqPen: An R Package for Penalized Quantile Regression.” The R Journal, 17(2), 146-175. doi:10.32614/RJ-2025-017.

If using lasso with Huber approximation, the default for rq.pen and rq.pen.cv, please also cite:

Yi C, Huang J (2017). “Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression.” Journal of Computational and Graphical Statistics, 26(3), 547-557. doi:10.1080/10618600.2016.1256816.

If using group lasso with Huber approximation, the default in rq.group.pen and rq.group.pen.cv, please also cite:

Sherwood B, Li S (2022). “Quantile regression feature selection and estimation with grouped variables using Huber approximation.” Statistics and Computing, 32(5), 75. doi:10.1007/s11222-022-10135-w.

Corresponding BibTeX entries:

  @Article{,
    title = {rqPen: An R Package for Penalized Quantile Regression},
    author = {Ben Sherwood and Shaobo Li and Adam Maidman},
    journal = {The R Journal},
    year = {2025},
    volume = {17},
    number = {2},
    pages = {146-175},
    doi = {10.32614/RJ-2025-017},
  }

  @Article{,
    title = {Semismooth Newton Coordinate Descent Algorithm for
      Elastic-Net Penalized Huber Loss Regression and Quantile
      Regression},
    author = {Congrui Yi and Jian Huang},
    journal = {Journal of Computational and Graphical Statistics},
    year = {2017},
    volume = {26},
    number = {3},
    pages = {547-557},
    doi = {10.1080/10618600.2016.1256816},
  }

  @Article{,
    title = {Quantile regression feature selection and estimation with
      grouped variables using Huber approximation},
    author = {Ben Sherwood and Shaobo Li},
    journal = {Statistics and Computing},
    year = {2022},
    volume = {32},
    number = {5},
    pages = {75},
    doi = {10.1007/s11222-022-10135-w},
  }