cqrReg: Quantile, Composite Quantile Regression and Regularized Versions

Estimate quantile regression(QR) and composite quantile regression (cqr) and with adaptive lasso penalty using interior point (IP), majorize and minimize(MM), coordinate descent (CD), and alternating direction method of multipliers algorithms(ADMM).

Version: 1.2.1
Depends: Rcpp (≥ 0.10.0), quantreg, R (≥ 2.6)
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-06-07
DOI: 10.32614/CRAN.package.cqrReg
Author: Jueyu Gao & Linglong Kong
Maintainer: Jueyu Gao <jueyu at ualberta.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: cqrReg results


Reference manual: cqrReg.pdf


Package source: cqrReg_1.2.1.tar.gz
Windows binaries: r-devel: cqrReg_1.2.1.zip, r-release: cqrReg_1.2.1.zip, r-oldrel: cqrReg_1.2.1.zip
macOS binaries: r-release (arm64): cqrReg_1.2.1.tgz, r-oldrel (arm64): cqrReg_1.2.1.tgz, r-release (x86_64): cqrReg_1.2.1.tgz, r-oldrel (x86_64): cqrReg_1.2.1.tgz
Old sources: cqrReg archive


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