Fit the penalized quantile regression with the alternating direction method of multipliers. The package currently supports the Lasso, elastic net, MCP, and SCAD penalties.
Package details |
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Author | Scott Coggeshall |
Maintainer | Scott Coggeshall <scott.coggeshall@va.gov> |
License | GPL-2 |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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