cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
Estimate quantile regression(QR) and composite quantile regression (cqr) and with adaptive lasso penalty using interior point (IP), majorize and minimize(MM), coordinate descent (CD), and alternating direction method of multipliers algorithms(ADMM).
Version: |
1.2.1 |
Depends: |
Rcpp (≥ 0.10.0), quantreg, R (≥ 2.6) |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2022-06-07 |
Author: |
Jueyu Gao & Linglong Kong |
Maintainer: |
Jueyu Gao <jueyu at ualberta.ca> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
cqrReg results |
Documentation:
Downloads:
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