Package: hqreg 1.4-1
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>.
Authors:
hqreg_1.4-1.tar.gz
hqreg_1.4-1.zip(r-4.5)hqreg_1.4-1.zip(r-4.4)hqreg_1.4-1.zip(r-4.3)
hqreg_1.4-1.tgz(r-4.4-x86_64)hqreg_1.4-1.tgz(r-4.4-arm64)hqreg_1.4-1.tgz(r-4.3-x86_64)hqreg_1.4-1.tgz(r-4.3-arm64)
hqreg_1.4-1.tar.gz(r-4.5-noble)hqreg_1.4-1.tar.gz(r-4.4-noble)
hqreg_1.4-1.tgz(r-4.4-emscripten)hqreg_1.4-1.tgz(r-4.3-emscripten)
hqreg.pdf |hqreg.html✨
hqreg/json (API)
NEWS
# Install 'hqreg' in R: |
install.packages('hqreg', repos = c('https://cy-dev.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/cy-dev/hqreg/issues
elastic-nethigh-dimensionalhuber-loss-regressionlassomachine-learning-algorithmsquantile-regressionregularization-paths
Last updated 14 days agofrom:840a555e81. Checks:OK: 1 NOTE: 8. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 09 2024 |
R-4.5-win-x86_64 | NOTE | Nov 09 2024 |
R-4.5-linux-x86_64 | NOTE | Nov 09 2024 |
R-4.4-win-x86_64 | NOTE | Nov 09 2024 |
R-4.4-mac-x86_64 | NOTE | Nov 09 2024 |
R-4.4-mac-aarch64 | NOTE | Nov 09 2024 |
R-4.3-win-x86_64 | NOTE | Nov 09 2024 |
R-4.3-mac-x86_64 | NOTE | Nov 09 2024 |
R-4.3-mac-aarch64 | NOTE | Nov 09 2024 |
Exports:cv.hqreghqreghqreg_raw
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Regularization Paths for Lasso or Elastic-net Penalized Huber Loss Regression and Quantile Regression | hqreg-package |
Cross-validation for hqreg | cv.hqreg |
Fit a robust regression model with Huber or quantile loss penalized by lasso or elasti-net | hqreg |
Fit a robust regression model on raw data with Huber or quantile loss penalized by lasso or elasti-net | hqreg_raw |
Plot the cross-validation curve for a "cv.hqreg" object | plot.cv.hqreg |
Plot coefficients from a "hqreg" object | plot.hqreg |
Model predictions based on "cv.hqreg" object. | coef.cv.hqreg predict.cv.hqreg |
Model predictions based on "hqreg" object. | coef.hqreg predict.hqreg |