r-hdqr 1.0.2
Propagated dependencies: r-matrix@1.7-4
Channel: guix-cran
Home page: https://cran.r-project.org/package=hdqr
Licenses: GPL 2
Synopsis: Fast Algorithm for Penalized Quantile Regression
Description:
This package implements an efficient algorithm for fitting the entire regularization path of quantile regression models with elastic-net penalties using a generalized coordinate descent scheme. The framework also supports SCAD and MCP penalties. It is designed for high-dimensional datasets and emphasizes numerical accuracy and computational efficiency. This package implements the algorithms proposed in Tang, Q., Zhang, Y., & Wang, B. (2022) <https://openreview.net/pdf?id=RvwMTDYTOb>.
Total results: 1