hqreg
Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
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) doi:10.1080/10618600.2016.1256816.
- Version1.4-1
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Congrui Yi and Jian Huang (2017) doi:10.1080/10618600.2016.1256816
- Last release09/26/2024
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Congrui Yi
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