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
| Version | Repository | File | Size |
|---|---|---|---|
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 |