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
Documentation
Team
Congrui Yi
Insights
Last 30 days
This package has been downloaded 613 times in the last 30 days. More downloads than an obscure whitepaper, but not enough to bring down any servers. A solid effort! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 17 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 7,920 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Oct 23, 2024 with 75 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Reverse Imports1 package