QRPCDCPP: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...
In cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
QRPCDCPP R Documentation
Quantile Regression (QR) 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.
The algorithm base on greedy coordinate descent and Edgeworth's for ordinary l_1 regression. As explored by Tong Tong Wu and Kenneth Lange.
cqrReg documentation built on June 7, 2022, 9:06 a.m.
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| QRPCDCPP | R Documentation |
Quantile Regression (QR) 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. The algorithm base on greedy coordinate descent and Edgeworth's for ordinary l_1 regression. As explored by Tong Tong Wu and Kenneth Lange.
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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