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).

AuthorJueyu Gao & Linglong Kong
Date of publication2015-04-08 07:35:09
MaintainerJueyu Gao <jueyu@ualberta.ca>
LicenseGPL (>= 2)
Version1.2

View on CRAN

Man pages

cqr.admm: Composite Quantile regression (cqr) use Alternating Direction...

CQRADMMCPP: Composite Quantile regression (cqr) use Alternating Direction...

cqr.cd: Composite Quantile Regression (cqr) use Coordinate Descent...

CQRCDCPP: Composite Quantile Regression (cqr) use Coordinate Descent...

cqr.fit: Composite Quantile Regression (cqr) model fitting

cqr.fit.lasso: Composite Quantile Regression (cqr) with Adaptive Lasso...

cqr.ip: Composite Quantile Regression (cqr) use Interior Point (ip)...

cqr.lasso.admm: Composite Quantile Regression (cqr) with Adaptive Lasso...

cqr.lasso.cd: Composite Quantile Regression (cqr) with Adaptive Lasso...

cqr.lasso.mm: Composite Quantile Regression (cqr) with Adaptive Lasso...

cqr.mm: Composite Quantile Regression (cqr) use Majorize and Minimize...

CQRMMCPP: Composite Quantile Regression (cqr) use Majorize and Minimize...

CQRPADMMCPP: Composite Quantile Regression (cqr) with Adaptive Lasso...

CQRPCDCPP: Composite Quantile Regression (cqr) with Adaptive Lasso...

CQRPMMCPP: Composite Quantile Regression (cqr) with Adaptive Lasso...

QR.admm: Quantile Regression (QR) use Alternating Direction Method of...

QRADMMCPP: Quantile Regression (QR) use Alternating Direction Method of...

QR.cd: Quantile Regression (QR) use Coordinate Descent (cd)...

QRCDCPP: Quantile Regression (QR) use Coordinate Descent (cd)...

qrfit: Quantile Regression (qr) model fitting

qrfit.lasso: Quantile Regression (qr) with Adaptive Lasso Penalty (lasso)

QR.ip: Quantile Regression (QR) use Interior Point (ip) Method

QR.lasso.admm: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

QR.lasso.cd: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

QR.lasso.ip: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

QR.lasso.mm: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

QR.mm: Quantile Regression (QR) use Majorize and Minimize (mm)...

QRMMCPP: Quantile Regression (QR) use Majorize and Minimize (mm)...

QRPADMMCPP: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

QRPCDCPP: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

QRPMMCPP: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...

Functions

cqr.admm Man page
CQRADMMCPP Man page
cqr.cd Man page
CQRCDCPP Man page
cqr.fit Man page
cqr.fit.lasso Man page
cqr.ip Man page
cqr.lasso.admm Man page
cqr.lasso.cd Man page
cqr.lasso.mm Man page
cqr.mm Man page
CQRMMCPP Man page
CQRPADMMCPP Man page
CQRPCDCPP Man page
CQRPMMCPP Man page
QR.admm Man page
QRADMMCPP Man page
QR.cd Man page
QRCDCPP Man page
qrfit Man page
qrfit.lasso Man page
QR.ip Man page
QR.lasso.admm Man page
QR.lasso.cd Man page
QR.lasso.ip Man page
QR.lasso.mm Man page
QR.mm Man page
QRMMCPP Man page
QRPADMMCPP Man page
QRPCDCPP Man page
QRPMMCPP Man page

Files

cqrReg
cqrReg/src
cqrReg/src/Makevars
cqrReg/src/CQRMM.cpp
cqrReg/src/QRPMM.cpp
cqrReg/src/QRMM.cpp
cqrReg/src/QRPCD.cpp
cqrReg/src/CQRPMM.cpp
cqrReg/src/CQRPCD.cpp
cqrReg/src/QRCD.cpp
cqrReg/src/CQRCD.cpp
cqrReg/src/Makevars.win
cqrReg/src/RcppExports.cpp
cqrReg/src/ADMM.cpp
cqrReg/NAMESPACE
cqrReg/R
cqrReg/R/QR.lasso.mm.R cqrReg/R/QR.admm.R cqrReg/R/QR.ip.R cqrReg/R/cqr.mm.R cqrReg/R/cqr.lasso.cd.R cqrReg/R/QR.mm.R cqrReg/R/qrfit.lasso.R cqrReg/R/QR.lasso.cd.R cqrReg/R/QR.cd.R cqrReg/R/cqr.lasso.mm.R cqrReg/R/cqr.lasso.admm.R cqrReg/R/cqr.ip.R cqrReg/R/QR.lasso.ip.R cqrReg/R/RcppExports.R cqrReg/R/cqr.fit.R cqrReg/R/QR.lasso.admm.R cqrReg/R/cqr.fit.lasso.R cqrReg/R/cqr.cd.R cqrReg/R/cqr.admm.R cqrReg/R/qrfit.R
cqrReg/MD5
cqrReg/DESCRIPTION
cqrReg/man
cqrReg/man/QR.lasso.cd.Rd cqrReg/man/cqr.cd.Rd cqrReg/man/CQRPADMMCPP.Rd cqrReg/man/cqr.fit.lasso.Rd cqrReg/man/qrfit.Rd cqrReg/man/cqr.lasso.mm.Rd cqrReg/man/QRPCDCPP.Rd cqrReg/man/cqr.ip.Rd cqrReg/man/CQRCDCPP.Rd cqrReg/man/QRMMCPP.Rd cqrReg/man/qrfit.lasso.Rd cqrReg/man/QRPADMMCPP.Rd cqrReg/man/cqr.fit.Rd cqrReg/man/QR.mm.Rd cqrReg/man/CQRMMCPP.Rd cqrReg/man/cqr.admm.Rd cqrReg/man/cqr.lasso.cd.Rd cqrReg/man/CQRADMMCPP.Rd cqrReg/man/QRCDCPP.Rd cqrReg/man/QR.lasso.admm.Rd cqrReg/man/cqr.mm.Rd cqrReg/man/QRADMMCPP.Rd cqrReg/man/QR.ip.Rd cqrReg/man/QR.admm.Rd cqrReg/man/CQRPCDCPP.Rd cqrReg/man/CQRPMMCPP.Rd cqrReg/man/QR.lasso.ip.Rd cqrReg/man/QRPMMCPP.Rd cqrReg/man/QR.cd.Rd cqrReg/man/cqr.lasso.admm.Rd cqrReg/man/QR.lasso.mm.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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