FHDQR

R package for efficiently fitting penalized quantile regression

By Yuwen Gu and Hui Zou in R Package

September 14, 2022

Link

The FHDQR package fits the adaptive lasso and elastic net penalized quantile regression via fast alternating direction method of multipliers algorithms.

FHDQR hex sticker
Posted on:
September 14, 2022
Length:
1 minute read, 21 words
Categories:
R Package
Tags:
R Package Quantile regression High-dimensional statistics
See Also:
SALES
gcdnet
Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration