hqreg (1.4)

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

http://arxiv.org/abs/1509.02957
http://cran.r-project.org/web/packages/hqreg

Efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss.

Maintainer: Congrui Yi
Author(s): Congrui Yi

License: GPL-3

Uses: Does not use any package

Released over 2 years ago.


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