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
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.html , 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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