Description
Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regress….
Description
Efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss.
README.md
hqreg
Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
To install:
- the released version from CRAN:
install.packages("hqreg") - the latest version (require
devtools):install_github("CY-dev/hqreg")
To report bugs：
- send email to: Congrui Yi [email protected].