Quantile, Composite Quantile Regression and Regularized Versions

Estimate quantile regression(QR) and composite quantile regression (cqr) and with adaptive lasso penalty using interior point (IP), majorize and minimize(MM), coordinate descent (CD), and alternating direction method of multipliers algorithms(ADMM).


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Reference manual

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install.packages("cqrReg")

1.2 by Jueyu Gao, 4 years ago


Browse source code at https://github.com/cran/cqrReg


Authors: Jueyu Gao & Linglong Kong


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on Rcpp, quantreg

Linking to Rcpp, RcppArmadillo


See at CRAN