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hqreg: Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
Efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss.
Getting started
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Package details |
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| Author | Congrui Yi |
| Maintainer | Congrui Yi <congrui-yi@uiowa.edu> |
| License | GPL-3 |
| Version | 1.4 |
| URL | http://arxiv.org/abs/1509.02957 |
| Package repository | View on CRAN |
| Installation |
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