Convolution-Type Smoothed Quantile Regression

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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install.packages("conquer")

1.0.1 by Xiaoou Pan, 3 months 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