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).

Browse man pages Browse package API and functions Browse package files

AuthorJueyu Gao & Linglong Kong
Date of publication2015-04-08 07:35:09
MaintainerJueyu Gao <jueyu@ualberta.ca>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("cqrReg")

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

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

Files

src
src/Makevars
src/CQRMM.cpp
src/QRPMM.cpp
src/QRMM.cpp
src/QRPCD.cpp
src/CQRPMM.cpp
src/CQRPCD.cpp
src/QRCD.cpp
src/CQRCD.cpp
src/Makevars.win
src/RcppExports.cpp
src/ADMM.cpp
NAMESPACE
R
R/QR.lasso.mm.R
R/QR.admm.R
R/QR.ip.R
R/cqr.mm.R
R/cqr.lasso.cd.R
R/QR.mm.R
R/qrfit.lasso.R
R/QR.lasso.cd.R
R/QR.cd.R
R/cqr.lasso.mm.R
R/cqr.lasso.admm.R
R/cqr.ip.R
R/QR.lasso.ip.R
R/RcppExports.R
R/cqr.fit.R
R/QR.lasso.admm.R
R/cqr.fit.lasso.R
R/cqr.cd.R
R/cqr.admm.R
R/qrfit.R
MD5
DESCRIPTION
man
man/QR.lasso.cd.Rd
man/cqr.cd.Rd
man/CQRPADMMCPP.Rd
man/cqr.fit.lasso.Rd
man/qrfit.Rd
man/cqr.lasso.mm.Rd
man/QRPCDCPP.Rd
man/cqr.ip.Rd
man/CQRCDCPP.Rd
man/QRMMCPP.Rd
man/qrfit.lasso.Rd
man/QRPADMMCPP.Rd
man/cqr.fit.Rd
man/QR.mm.Rd
man/CQRMMCPP.Rd
man/cqr.admm.Rd
man/cqr.lasso.cd.Rd
man/CQRADMMCPP.Rd
man/QRCDCPP.Rd
man/QR.lasso.admm.Rd
man/cqr.mm.Rd
man/QRADMMCPP.Rd
man/QR.ip.Rd
man/QR.admm.Rd
man/CQRPCDCPP.Rd
man/CQRPMMCPP.Rd
man/QR.lasso.ip.Rd
man/QRPMMCPP.Rd
man/QR.cd.Rd
man/cqr.lasso.admm.Rd
man/QR.lasso.mm.Rd
cqrReg documentation built on May 29, 2017, 6:45 p.m.