hqreg

Last update 26 September 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 1.4, PACKAGES.rds, 0.9, 1.0, 1.1, 1.2, 1.3, 1.4-1

Description

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>.

Cites work

Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression

Cited in

(1)

rqPen

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