FHDQR

This R packages fits the penalized quantile regression via fast alternating direction method of multipliers algorithms.

gcdnet

This R package provides a fast coordinate descent algorithm for fitting many types of penalized regressions.

MSTweedie

This R package provides multi-source sparse Tweedie modeling of insurance claim severity data with flexible regularization.

SALES

This R package fits the penalized asymmetric least squares, i.e., the penalized expectile regression, and its generalizations.