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
Browse package contents
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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