cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
Version 1.2

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
Date of publication2015-04-08 07:35:09
MaintainerJueyu Gao <[email protected]>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cqrReg")

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cqrReg documentation built on May 29, 2017, 6:45 p.m.