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hqreg: Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
Offers efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.
Getting started
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Package details |
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|---|---|
| Author | Congrui Yi [aut, cre] |
| Maintainer | Congrui Yi <eric.ycr@gmail.com> |
| License | GPL-3 |
| Version | 1.4-1 |
| URL | https://github.com/CY-dev/hqreg |
| Package repository | View on CRAN |
| Installation |
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