hqreg: Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression

Offers efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.

Version: 1.4-1
Imports: parallel
Published: 2024-09-26
DOI: 10.32614/CRAN.package.hqreg
Author: Congrui Yi [aut, cre]
Maintainer: Congrui Yi <eric.ycr at gmail.com>
License: GPL-3
URL: https://github.com/CY-dev/hqreg
NeedsCompilation: yes
Materials: NEWS
CRAN checks: hqreg results

Documentation:

Reference manual: hqreg.pdf

Downloads:

Package source: hqreg_1.4-1.tar.gz
Windows binaries: r-devel: hqreg_1.4-1.zip, r-release: hqreg_1.4-1.zip, r-oldrel: hqreg_1.4-1.zip
macOS binaries: r-release (arm64): hqreg_1.4-1.tgz, r-oldrel (arm64): hqreg_1.4-1.tgz, r-release (x86_64): hqreg_1.4-1.tgz, r-oldrel (x86_64): hqreg_1.4-1.tgz
Old sources: hqreg archive

Reverse dependencies:

Reverse imports: rqPen

Linking:

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