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hqreg

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

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) <doi:10.1080/10618600.2016.1256816>.

Versions across snapshots

VersionRepositoryFileSize
1.4-1 rolling source/ R- hqreg_1.4-1.tar.gz 52.1 KiB
1.4-1 latest source/ R- hqreg_1.4-1.tar.gz 52.1 KiB
1.4-1 2026-04-23 source/ R- hqreg_1.4-1.tar.gz 52.1 KiB
1.4-1 2026-04-09 windows/windows R-4.5 hqreg_1.4-1.zip 104.5 KiB

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Imports