fastkqr

Authors Qian Tang, Yuwen Gu, Boxiang Wang

Last update 1 July 2026

Copyright license GNU General Public License, version 2.0

Software version identifier PACKAGES.rds, 1.0.0, 1.0.1

Description

Implements fast algorithms for kernel quantile regression and related models, including non-crossing kernel quantile regression and regularized linear quantile regression. The methods are described in Tang, Gu and Wang (2026) <doi:10.1080/10618600.2025.2541004>.

Cites work

fastkqr: A Fast Algorithm for Kernel Quantile Regression

This page was built for software: fastkqr