conquer: Convolution-Type Smoothed Quantile Regression

Fast and accurate convolution-type smoothed quantile regression. Implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Construct confidence intervals for regression coefficients using multiplier bootstrap.

Package details

AuthorXuming He [aut], Xiaoou Pan [aut, cre], Kean Ming Tan [aut], Wen-Xin Zhou [aut]
MaintainerXiaoou Pan <>
Package repositoryView on CRAN
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conquer documentation built on Aug. 27, 2020, 9:07 a.m.