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).

Getting started

Package details

AuthorJueyu Gao & Linglong Kong
MaintainerJueyu Gao <jueyu@ualberta.ca>
LicenseGPL (>= 2)
Version1.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cqrReg")

Try the cqrReg package in your browser

Any scripts or data that you put into this service are public.

cqrReg documentation built on June 7, 2022, 9:06 a.m.