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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:

Please use the canonical form https://CRAN.R-project.org/package=hqreg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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