hqreg

Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression

CRAN Package

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) .

  • Version1.4-1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release09/26/2024

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