fastkqr

R package for fast fitting of kernel quantile regression

By Qian Tang, Yuwen Gu, and Boxiang Wang in R Package

May 13, 2024

CRAN

The fastkqr package provides an efficient algorithm to fit and tune kernel quantile regression models based on the majorization-minimization (MM) method. It can also fit multiple quantile curves simultaneously without crossing.

fastkqr hex sticker
Posted on:
May 13, 2024
Length:
1 minute read, 31 words
Categories:
R Package
Tags:
R package Kernel quantile regression Nonparametric statistics
See Also: