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hqreg (version 1.2)

Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net

Description

Efficient algorithms for fitting entire regularization paths for Huber loss regression and quantile regression penalized by lasso or elastic-net.

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Version

Install

install.packages('hqreg')

Monthly Downloads

636

Version

1.2

License

GPL-2

Maintainer

Congrui Yi

Last Published

February 16th, 2016

Functions in hqreg (1.2)

plot.cv.hqreg

Plot the cross-validation curve for a "cv.hqreg" object
hqreg-package

Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-net
predict.cv.hqreg

Model predictions based on "cv.hqreg" object.
predict.hqreg

Model predictions based on "hqreg" object.
cv.hqreg

Cross-validation for hqreg
hqreg

Fit a robust regression model with Huber or quantile loss penalized by lasso or elasti-net
plot.hqreg

Plot coefficients from a "hqreg" object