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.

Package details

AuthorCongrui Yi
MaintainerCongrui Yi <[email protected]>
URL http://arxiv.org/abs/1509.02957
Package repositoryView on CRAN
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hqreg documentation built on May 29, 2017, 1:40 p.m.