hqreg: Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression

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Efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss.

Author
Congrui Yi
Date of publication
2016-05-23 06:01:41
Maintainer
Congrui Yi <congrui-yi@uiowa.edu>
License
GPL-3
Version
1.3
URLs

View on CRAN

Man pages

cv.hqreg
Cross-validation for hqreg
hqreg
Fit a robust regression model with Huber or quantile loss...
hqreg-package
Regularization Paths for Lasso or Elastic-net Penalized Huber...
plot.cv.hqreg
Plot the cross-validation curve for a "cv.hqreg" object
plot.hqreg
Plot coefficients from a "hqreg" object
predict.cv.hqreg
Model predictions based on "cv.hqreg" object.
predict.hqreg
Model predictions based on "hqreg" object.

Files in this package

hqreg
hqreg/src
hqreg/src/util.c
hqreg/src/data_process.c
hqreg/src/ksav.c
hqreg/src/init.c
hqreg/src/hqreg.c
hqreg/NAMESPACE
hqreg/NEWS
hqreg/R
hqreg/R/plot.cv.hqreg.R
hqreg/R/predict.hqreg.R
hqreg/R/hqreg.R
hqreg/R/plot.hqreg.R
hqreg/R/predict.cv.hqreg.R
hqreg/R/measure.hqreg.R
hqreg/R/cv.hqreg.R
hqreg/MD5
hqreg/DESCRIPTION
hqreg/man
hqreg/man/hqreg.Rd
hqreg/man/hqreg-package.Rd
hqreg/man/predict.cv.hqreg.Rd
hqreg/man/plot.cv.hqreg.Rd
hqreg/man/cv.hqreg.Rd
hqreg/man/plot.hqreg.Rd
hqreg/man/predict.hqreg.Rd