Pin Ng

Pin Ng

3 packages on CRAN

cobs

cran
99.99th

Percentile

Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.

quantreg

cran
99.99th

Percentile

Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included.

SparseM

cran
99.99th

Percentile

Some basic linear algebra functionality for sparse matrices is provided: including Cholesky decomposition and backsolving as well as standard R subsetting and Kronecker products.