Scott-Coggeshall/bigrq: Parallelized Quantile Regression with ADMM

Fit the penalized quantile regression with the alternating direction method of multipliers. The package currently supports the Lasso, elastic net, MCP, and SCAD penalties.

Getting started

Package details

AuthorScott Coggeshall
MaintainerScott Coggeshall <scott.coggeshall@va.gov>
LicenseGPL-2
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Scott-Coggeshall/bigrq")
Scott-Coggeshall/bigrq documentation built on Dec. 13, 2020, 7:49 a.m.