Package: cqrReg 1.2.1

Jueyu Gao

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).

Authors:Jueyu Gao & Linglong Kong

cqrReg_1.2.1.tar.gz
cqrReg_1.2.1.tar.gz(r-4.5-noble)cqrReg_1.2.1.tar.gz(r-4.4-noble)
cqrReg_1.2.1.tgz(r-4.4-emscripten)cqrReg_1.2.1.tgz(r-4.3-emscripten)
cqrReg.pdf |cqrReg.html✨
cqrReg/json (API)

# Install 'cqrReg' in R:
install.packages('cqrReg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

31 exports 5 stars 0.82 score 9 dependencies 1 dependents 15 scripts 331 downloads

Last updated 2 years agofrom:bc077b0f51. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 24 2024
R-4.5-linux-x86_64OKAug 24 2024

Exports:cqr.admmcqr.cdcqr.fitcqr.fit.lassocqr.ipcqr.lasso.admmcqr.lasso.cdcqr.lasso.mmcqr.mmCQRADMMCPPCQRCDCPPCQRMMCPPCQRPADMMCPPCQRPCDCPPCQRPMMCPPQR.admmQR.cdQR.ipQR.lasso.admmQR.lasso.cdQR.lasso.ipQR.lasso.mmQR.mmQRADMMCPPQRCDCPPqrfitqrfit.lassoQRMMCPPQRPADMMCPPQRPCDCPPQRPMMCPP

Dependencies:latticeMASSMatrixMatrixModelsquantregRcppRcppArmadilloSparseMsurvival

Readme and manuals

Help Manual

Help pageTopics
Composite Quantile regression (cqr) use Alternating Direction Method of Multipliers (ADMM) algorithm.cqr.admm
Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithmscqr.cd
Composite Quantile Regression (cqr) model fittingcqr.fit
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso)cqr.fit.lasso
Composite Quantile Regression (cqr) use Interior Point (ip) Methodcqr.ip
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithmcqr.lasso.admm
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithmscqr.lasso.cd
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) Algorithmcqr.lasso.mm
Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithmcqr.mm
Composite Quantile regression (cqr) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational partCQRADMMCPP
Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms core computational partCQRCDCPP
Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithm core computational partCQRMMCPP
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational partCQRPADMMCPP
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational partCQRPCDCPP
Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) Algorithm core computational partCQRPMMCPP
Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithmQR.admm
Quantile Regression (QR) use Coordinate Descent (cd) AlgorithmsQR.cd
Quantile Regression (QR) use Interior Point (ip) MethodQR.ip
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithmQR.lasso.admm
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) AlgorithmsQR.lasso.cd
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Interior Point (ip) MethodQR.lasso.ip
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithmQR.lasso.mm
Quantile Regression (QR) use Majorize and Minimize (mm) algorithmQR.mm
Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational partQRADMMCPP
Quantile Regression (QR) use Coordinate Descent (cd) Algorithms core computational partQRCDCPP
Quantile Regression (qr) model fittingqrfit
Quantile Regression (qr) with Adaptive Lasso Penalty (lasso)qrfit.lasso
Quantile Regression (QR) use Majorize and Minimize (mm) algorithm core computational partQRMMCPP
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational partQRPADMMCPP
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational partQRPCDCPP
Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm core computational partQRPMMCPP