CQRMMCPP: Composite Quantile Regression (cqr) use Majorize and Minimize...

View source: R/RcppExports.R

CQRMMCPPR Documentation

Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithm core computational part

Description

Composite quantile regression find the estimated coefficient which minimize the absolute error for various quantile level. The algorithm majorizing the objective function by a quadratic function followed by minimizing that quadratic.


cqrReg documentation built on June 7, 2022, 9:06 a.m.

Related to CQRMMCPP in cqrReg...