cqrReg1.2.1 package

Quantile, Composite Quantile Regression and Regularized Versions

cqr.admm

Composite Quantile regression (cqr) use Alternating Direction Method o...

cqr.cd

Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algori...

cqr.fit.lasso

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

cqr.fit

Composite Quantile Regression (cqr) model fitting

cqr.ip

Composite Quantile Regression (cqr) use Interior Point (ip) Method

cqr.lasso.admm

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

cqr.lasso.cd

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

cqr.lasso.mm

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

cqr.mm

Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Alg...

CQRADMMCPP

Composite Quantile regression (cqr) use Alternating Direction Method o...

CQRCDCPP

Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algori...

CQRMMCPP

Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Alg...

CQRPADMMCPP

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

CQRPCDCPP

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

CQRPMMCPP

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso...

QR.admm

Quantile Regression (QR) use Alternating Direction Method of Multiplie...

QR.cd

Quantile Regression (QR) use Coordinate Descent (cd) Algorithms

QR.ip

Quantile Regression (QR) use Interior Point (ip) Method

QR.lasso.admm

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alter...

QR.lasso.cd

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coord...

QR.lasso.ip

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Inter...

QR.lasso.mm

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Major...

QR.mm

Quantile Regression (QR) use Majorize and Minimize (mm) algorithm

QRADMMCPP

Quantile Regression (QR) use Alternating Direction Method of Multiplie...

QRCDCPP

Quantile Regression (QR) use Coordinate Descent (cd) Algorithms core c...

qrfit.lasso

Quantile Regression (qr) with Adaptive Lasso Penalty (lasso)

qrfit

Quantile Regression (qr) model fitting

QRMMCPP

Quantile Regression (QR) use Majorize and Minimize (mm) algorithm core...

QRPADMMCPP

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alter...

QRPCDCPP

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coord...

QRPMMCPP

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Major...

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).

  • Maintainer: Jueyu Gao
  • License: GPL (>= 2)
  • Last published: 2022-06-07