CQRCDCPP: Composite Quantile Regression (cqr) use Coordinate Descent...
In cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
CQRCDCPP R Documentation
Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms core computational part
Description
Composite quantile regression (cqr) find the estimated coefficient which minimize the absolute error for various quantile level.
The algorithm base on greedy coordinate descent and Edgeworth's for ordinary l_1 regression.
cqrReg documentation built on June 7, 2022, 9:06 a.m.
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| CQRCDCPP | R Documentation |
Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms core computational part
Description
Composite quantile regression (cqr) find the estimated coefficient which minimize the absolute error for various quantile level. The algorithm base on greedy coordinate descent and Edgeworth's for ordinary l_1 regression.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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