checkloss: Obtain the checkloss for quantile regression
In QICD: Estimate the Coefficients for Non-Convex Penalized Quantile Regression Model by using QICD Algorithm
Description
Usage
Arguments
Value
Author(s)
References
Examples
View source: R/BIC_QICD.R
View source: R/cv_QICD.R
Description
A simple function. Return the checkloss for quantile regression.
Usage
1
checkloss(res, tau = 0.5)
Arguments
res
a numererical vector.
tau
quantile parameter in quantile regression
Value
A checkloss value will be given, which is
ρ_{τ}(u) = u(τ-I(τ < 0))
.
Author(s)
Bo Peng
References
Peng,B and Wang,L. (2013)An Iterative Coordinate Descent Algorithm for High-dimensional
Nonconvex Penalized Quantile Regression, submitted
Examples
1
2
QICD documentation built on May 29, 2017, 3:04 p.m.
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Description Usage Arguments Value Author(s) References Examples
View source: R/BIC_QICD.R View source: R/cv_QICD.R
Description
A simple function. Return the checkloss for quantile regression.
Usage
1 | checkloss(res, tau = 0.5)
|
Arguments
res |
a numererical vector. |
tau |
quantile parameter in quantile regression |
Value
A checkloss value will be given, which is
ρ_{τ}(u) = u(τ-I(τ < 0))
.
Author(s)
Bo Peng
References
Peng,B and Wang,L. (2013)An Iterative Coordinate Descent Algorithm for High-dimensional Nonconvex Penalized Quantile Regression, submitted
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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