Fast Algorithm for Penalized Quantile Regression

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Documentation for package ‘hdqr’ version 1.0.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

coef.cv.hdqr	Extract Coefficients from a 'cv.hdqr' Object
coef.cv.nc.hdqr	Extract Coefficients from a 'cv.nc.hdqr' Object
coef.hdqr	Extract Model Coefficients from a 'hdqr' Object
coef.nc.hdqr	Extract Model Coefficients from a 'nc.hdqr' Object
cv.hdqr	Cross-validation for Selecting the Tuning Parameter in Penalized Quantile Regression
cv.nc.hdqr	Cross-validation for Selecting the Tuning Parameter of Nonconvex Penalized Quantile Regression
hdqr	Solve the linear quantile regression. The solution path is computed at a grid of values of tuning parameter 'lambda'.
nc.hdqr	Solve the Penalized Quantile Regression with Nonconvex Penalties
predict.cv.hdqr	Make Predictions from a 'cv.hdqr' Object
predict.cv.nc.hdqr	Make Predictions from a 'cv.nc.hdqr' Object
predict.hdqr	Make Predictions from a 'hdqr' Object
predict.nc.hdqr	Make Predictions from a 'nc.hdqr' Object