hqreg
Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
v1.4-1
·
Sep 26, 2024
·
GPL-3
Description
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>.
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| r-patched-linux-x86_64 | OK |
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| r-release-windows-x86_64 | OK |