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
Depends: Rcpp (≥ 0.10.0), quantreg, R (≥ 2.6)
LinkingTo: Rcpp, RcppArmadillo
Published: 2015-04-08
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.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
OS X Snow Leopard binaries: r-release: cqrReg_1.2.tgz, r-oldrel: cqrReg_1.2.tgz
OS X Mavericks binaries: r-release: cqrReg_1.2.tgz
Old sources: cqrReg archive