NEWS

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hqreg 1.4 (2017-02-16)

• new function "hqreg_raw" for fitting models on raw data without preprocessing
• hqreg_raw contains a boolean argument "intercept" which can be set to FALSE to allow a "no-intercept" fit
• hqreg: no longer support preprocess = "none" since the package now has a specific function hqreg_raw for that situation
• modified plot, predict function accordingly for the situation without an intercept
• cv.hqreg: added a new argument FUN that take values from either "hqreg" or "hqreg_raw" to include cross validation functionality for hqreg_raw
• robustified the optimization algorithm for extreme cases in quantile regression when tau is close to 0 or 1

hqreg 1.3 (2016-05-23)

• cv.hqreg: enabled parallel computing for cross-validation with a new argument "ncores"
• hqreg: set the default value of "gamma" for Huber loss to be IQR(y)/10
• plot.hqreg, plot.cv.hqreg: changed argument "log.x" to "log.l"
• removed computational redundancy and reduced memory allocation in source code
• corrected typos in documentation

hqreg 1.2 (2016-02-17)

• cv.hqreg: added two new arguments, "fold.id" for predefined cross-validation folds, and "type.measure" for inclusion of general error measures "mse" and "mae".
• loss.hqreg: modified definition depending on "type.measure".

hqreg 1.1 (2016-02-02)

• loss.hqreg.R: corrected a mistake in function "qloss".

hqreg 1.0 (2015-09-11)

• Added support for L2 penalization(alpha=0);
• hqreg: changed argument "loss" to "method" and an option "squared" to "ls".