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hdqr  

Fast Algorithm for Penalized Quantile Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("hdqr", "1.0.0")



Attach the package and use:
library("hdqr")
Maintained by
Qian Tang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-28
Latest Update: 2024-05-28
Description:
Implements an efficient algorithm to fit and tune penalized quantile regression models using the generalized coordinate descent algorithm. This package is designed to handle large datasets effectively, with emphasis on precision and computational efficiency.
How to cite:
Qian Tang (2024). hdqr: Fast Algorithm for Penalized Quantile Regression. R package version 1.0.0, https://cran.r-project.org/web/packages/hdqr. Accessed 07 Nov. 2024.
Previous versions and publish date:
1.0.0 (2024-05-28 13:30)
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Complete documentation for hdqr
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