hqreg (Q60982)
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Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | hqreg |
Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression |
Statements
26 September 2024
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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>.
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