CQRPCDCPP: Composite Quantile Regression (cqr) with Adaptive Lasso...
In cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
CQRPCDCPP R Documentation
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational part
Description
The adaptive lasso parameter base on the estimated coefficient without penalty function.
Composite quantile regression 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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| CQRPCDCPP | R Documentation |
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational part
Description
The adaptive lasso parameter base on the estimated coefficient without penalty function. Composite quantile regression 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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