be-green/fqr: Fast Quantile Regression
The fqr package uses accelerated gradient descent combined with a huber-style approximation of the quantile loss function to perform linear quantile regression at scale.
Getting started
Browse package contents
Package details |
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| Author | Brice Green <bcg@mit.edu> |
| Maintainer | Brice Green <bcg@mit.edu> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://brice.green/fqr |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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