QRPADMMCPP: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...
In cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
QRPADMMCPP R Documentation
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction
Method of Multipliers (ADMM) algorithm core computational part
Description
The adaptive lasso parameter base on the estimated coefficient without penalty function.
The problem is well suited to distributed convex optimization and is based on Alternating Direction Method of Multipliers (ADMM) algorithm .
cqrReg documentation built on June 7, 2022, 9:06 a.m.
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| QRPADMMCPP | R Documentation |
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
Description
The adaptive lasso parameter base on the estimated coefficient without penalty function. The problem is well suited to distributed convex optimization and is based on Alternating Direction Method of Multipliers (ADMM) algorithm .
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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