hqreg (1.3)

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


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 3 years ago.