r-conquer 1.0.1 Convolution-type smoothed quantile regression
This package provides fast and accurate convolution-type smoothed quantile regression, implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Confidence intervals for regression coefficients are constructed using multiplier bootstrap.
- Website: https://github.com/XiaoouPan/conquer
- License: GPL 3
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux