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)...

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

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