Port variant | standard |
Summary | Convolution-Type Smoothed Quantile Regression |
BROKEN | |
Package version | 1.3.3 |
Homepage | https://github.com/XiaoouPan/conquer |
Keywords | cran |
Maintainer | CRAN Automaton |
License | Not yet specified |
Other variants | There are no other variants. |
Ravenports | Buildsheet | History |
Ravensource | Port Directory | History |
Last modified | 06 MAR 2023, 01:50:36 UTC |
Port created | 10 JUL 2020, 12:51:37 UTC |
single | conquer: Convolution-Type Smoothed Quantile Regression Estimation and inference for conditional linear quantile regression models using a convolution smoothed approach. In the low-dimensional setting, efficient gradient-based methods are employed for fitting both a single model and a regression process over a quantile range. Normal-based and (multiplier) bootstrap confidence intervals for all slope coefficients are constructed. In high dimensions, the conquer method is complemented with flexible types of penalties (Lasso, elastic-net, group lasso, sparse group lasso, scad and mcp) to deal with complex low-dimensional structures. |
Build (only) |
gmake:primary:standard R:primary:standard icu:dev:standard |
Build and Runtime |
R-Rcpp:single:standard R-matrixStats:single:standard R-RcppArmadillo:single:standard |
Runtime (only) |
R:primary:standard R:nls:standard |
main | mirror://CRAN/src/contrib https://loki.dragonflybsd.org/cranfiles/ |
No other ports depend on this one. |