CQRMMCPP: Composite Quantile Regression (cqr) use Majorize and Minimize...
In cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
CQRMMCPP R 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.
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| CQRMMCPP | R 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.
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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