hrqglas
Group Variable Selection for Quantile and Robust Mean Regression
Description
A program that conducts group variable selection for quantile and robust mean regression (Sherwood and Li, 2022). The group lasso penalty (Yuan and Lin, 2006) is used for group-wise variable selection. Both of the quantile and mean regression models are based on the Huber loss. Specifically, with the tuning parameter in the Huber loss approaching to 0, the quantile check function can be approximated by the Huber loss for the median and the tilted version of Huber loss at other quantiles. Such approximation provides computational efficiency and stability, and has also been shown to be statistical consistent.
Downloads
576
Last 30 days
6334th
1.6K
Last 90 days
8.7K
Last year
Trend: +11.8% (30d vs prior 30d)
26
Last 30 days
127
Last 90 days
477
Last year
Trend: -45.8% (30d vs prior 30d)
0
Last 7 days
5
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
1,767
Files
21
Compiled share
30.1%
Has compiled src
Yes
Language breakdown
API
Exported functions
2
Internal functions
14
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
–
System requirements
–
C++ standard
–
License
GPL (>= 2)
License flags
SPDX valid, OSI approved
History
Versions
4
First release
2021-06-23
Latest release
2025-06-12
Avg cadence
532 days
Cold removal rate
–
Dep drift
3
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.