QRPMMCPP: Quantile Regression (QR) with Adaptive Lasso Penalty (lasso)...
In cqrReg: Quantile, Composite Quantile Regression and Regularized Versions
QRPMMCPP R Documentation
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm core computational part
Description
The adaptive lasso parameter base on the estimated coefficient without penalty function.
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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| QRPMMCPP | R Documentation |
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm core computational part
Description
The adaptive lasso parameter base on the estimated coefficient without penalty function. 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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