cqrReg: Quantile, Composite Quantile Regression and Regularized Versions

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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).

Author
Jueyu Gao & Linglong Kong
Date of publication
2015-04-08 07:35:09
Maintainer
Jueyu Gao <jueyu@ualberta.ca>
License
GPL (>= 2)
Version
1.2

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)...

Files in this package

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