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 <xip024@ucsd.edu>
LicenseGPL-3
Version1.0.2
URL https://github.com/XiaoouPan/conquer
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("conquer")

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conquer documentation built on Aug. 27, 2020, 9:07 a.m.