fastkqr: A Fast Algorithm for Kernel Quantile Regression

An efficient algorithm to fit and tune kernel quantile regression models based on the majorization-minimization (MM) method. It can also fit multiple quantile curves simultaneously without crossing.

Package details

AuthorQian Tang [aut, cre], Yuwen Gu [aut], Boxiang Wang [aut]
MaintainerQian Tang <qian-tang@uiowa.edu>
LicenseGPL-2
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fastkqr")

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fastkqr documentation built on June 22, 2024, 7 p.m.