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cqrReg (version 1.2.1)

Quantile, Composite Quantile Regression and Regularized Versions

Description

Estimate quantile regression(QR) and composite quantile regression (cqr) and with adaptive lasso penalty using interior point (IP), majorize and minimize(MM), coordinate descent (CD), and alternating direction method of multipliers algorithms(ADMM).

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Version

Install

install.packages('cqrReg')

Monthly Downloads

272

Version

1.2.1

License

GPL (>= 2)

Maintainer

Jueyu Gao

Last Published

June 7th, 2022

Functions in cqrReg (1.2.1)

QRADMMCPP

Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
QR.lasso.ip

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Interior Point (ip) Method
QR.lasso.cd

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms
cqr.lasso.cd

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms
cqr.lasso.mm

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) Algorithm
CQRPADMMCPP

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
QR.mm

Quantile Regression (QR) use Majorize and Minimize (mm) algorithm
QRPCDCPP

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational part
QR.lasso.mm

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm
cqr.ip

Composite Quantile Regression (cqr) use Interior Point (ip) Method
cqr.admm

Composite Quantile regression (cqr) use Alternating Direction Method of Multipliers (ADMM) algorithm.
QRCDCPP

Quantile Regression (QR) use Coordinate Descent (cd) Algorithms core computational part
cqr.fit

Composite Quantile Regression (cqr) model fitting
cqr.lasso.admm

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm
qrfit.lasso

Quantile Regression (qr) with Adaptive Lasso Penalty (lasso)
cqr.cd

Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms
QRPMMCPP

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm core computational part
cqr.fit.lasso

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso)
QRMMCPP

Quantile Regression (QR) use Majorize and Minimize (mm) algorithm core computational part
QRPADMMCPP

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
cqr.mm

Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithm
qrfit

Quantile Regression (qr) model fitting
CQRADMMCPP

Composite Quantile regression (cqr) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
CQRCDCPP

Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms core computational part
CQRMMCPP

Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithm core computational part
QR.admm

Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithm
CQRPCDCPP

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational part
QR.ip

Quantile Regression (QR) use Interior Point (ip) Method
CQRPMMCPP

Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) Algorithm core computational part
QR.cd

Quantile Regression (QR) use Coordinate Descent (cd) Algorithms
QR.lasso.admm

Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm