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hqreg (version 1.4-1)

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

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) .

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Version

Install

install.packages('hqreg')

Monthly Downloads

726

Version

1.4-1

License

GPL-3

Issues

5

Pull Requests

0

Stars

10

Forks

2

Maintainer

Congrui Yi

Last Published

September 26th, 2024

Functions in hqreg (1.4-1)

hqreg

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

Fit a robust regression model on raw data with Huber or quantile loss penalized by lasso or elasti-net
hqreg-package

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

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

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

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

Cross-validation for hqreg
plot.hqreg

Plot coefficients from a "hqreg" object