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cqrReg  

Quantile, Composite Quantile Regression and Regularized Versions
View on CRAN: Click here


Download and install cqrReg package within the R console
Install from CRAN:
install.packages("cqrReg")

Install from Github:
library("remotes")
install_github("cran/cqrReg")

Install by package version:
library("remotes")
install_version("cqrReg", "1.2.1")



Attach the package and use:
library("cqrReg")
Maintained by
Jueyu Gao
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-11-27
Latest Update: 2022-06-07
Description:
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).
How to cite:
Jueyu Gao (2014). cqrReg: Quantile, Composite Quantile Regression and Regularized Versions. R package version 1.2.1, https://cran.r-project.org/web/packages/cqrReg. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2014-11-27 07:39), 1.1 (2015-03-01 08:21), 1.2 (2015-04-08 07:35)
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Complete documentation for cqrReg
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