hqreg: Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
Version 1.4

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
Date of publication2017-02-16 07:13:26
MaintainerCongrui Yi <congrui-yi@uiowa.edu>
LicenseGPL-3
Version1.4
URL http://arxiv.org/abs/1509.02957
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hqreg")

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hqreg documentation built on May 29, 2017, 1:40 p.m.