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).
| Version: | 1.2.1 |
| Depends: | Rcpp (≥ 0.10.0), quantreg, R (≥ 2.6) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2022-06-07 |
| DOI: | 10.32614/CRAN.package.cqrReg |
| Author: | Jueyu Gao & Linglong Kong |
| Maintainer: | Jueyu Gao <jueyu at ualberta.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | cqrReg results |
| Reference manual: | cqrReg.html , cqrReg.pdf |
| Package source: | cqrReg_1.2.1.tar.gz |
| Windows binaries: | r-devel: cqrReg_1.2.1.zip, r-release: cqrReg_1.2.1.zip, r-oldrel: cqrReg_1.2.1.zip |
| macOS binaries: | r-release (arm64): cqrReg_1.2.1.tgz, r-oldrel (arm64): cqrReg_1.2.1.tgz, r-release (x86_64): cqrReg_1.2.1.tgz, r-oldrel (x86_64): cqrReg_1.2.1.tgz |
| Old sources: | cqrReg archive |
Please use the canonical form https://CRAN.R-project.org/package=cqrReg to link to this page.