Fast and accurate convolution-type smoothed quantile regression. Implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Construct confidence intervals for regression coefficients using multiplier bootstrap.
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1.0.2 by Xiaoou Pan, a year ago
https://github.com/XiaoouPan/conquer
Browse source code at https://github.com/cran/conquer
Authors: Xuming He [aut] , Xiaoou Pan [aut, cre] , Kean Ming Tan [aut] , Wen-Xin Zhou [aut]
Documentation: PDF Manual
GPL-3 license
Imports Rcpp, Matrix, matrixStats, stats
Linking to Rcpp, RcppArmadillo
System requirements: C++11
Imported by quantreg.
See at CRAN