Package: hdqr 1.0.1

hdqr: Fast Algorithm for Penalized Quantile Regression

Implements an efficient algorithm to fit and tune penalized quantile regression models using the generalized coordinate descent algorithm. Designed to handle high-dimensional datasets effectively, with emphasis on precision and computational efficiency. This package implements the algorithms proposed in Tang, Q., Zhang, Y., & Wang, B. (2022) <https://openreview.net/pdf?id=RvwMTDYTOb>.

Authors:Qian Tang [aut, cre], Yikai Zhang [aut], Boxiang Wang [aut]

hdqr_1.0.1.tar.gz
hdqr_1.0.1.zip(r-4.5)hdqr_1.0.1.zip(r-4.4)hdqr_1.0.1.zip(r-4.3)
hdqr_1.0.1.tgz(r-4.5-x86_64)hdqr_1.0.1.tgz(r-4.5-arm64)hdqr_1.0.1.tgz(r-4.4-arm64)hdqr_1.0.1.tgz(r-4.3-x86_64)hdqr_1.0.1.tgz(r-4.3-arm64)
hdqr_1.0.1.tar.gz(r-4.5-noble)hdqr_1.0.1.tar.gz(r-4.4-noble)
hdqr_1.0.1.tgz(r-4.4-emscripten)hdqr_1.0.1.tgz(r-4.3-emscripten)
hdqr.pdf |hdqr.html
hdqr/json (API)

# Install 'hdqr' in R:
install.packages('hdqr', repos = c('https://qiantang0326.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

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

fortran

2.30 score 10 downloads 4 exports 2 dependencies

Last updated 27 days agofrom:827283bd3b. Checks:10 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 13 2025
R-4.5-win-x86_64OKFeb 13 2025
R-4.5-mac-x86_64OKFeb 13 2025
R-4.5-mac-aarch64OKFeb 13 2025
R-4.5-linux-x86_64OKFeb 13 2025
R-4.4-win-x86_64OKFeb 13 2025
R-4.4-mac-aarch64OKFeb 13 2025
R-4.3-win-x86_64OKFeb 13 2025
R-4.3-mac-x86_64OKFeb 13 2025
R-4.3-mac-aarch64OKFeb 13 2025

Exports:cv.hdqrcv.nc.hdqrhdqrnc.hdqr

Dependencies:latticeMatrix

Getting started with hdqr

Rendered fromhdqr-vignette.Rmdusingknitr::rmarkdownon Feb 13 2025.

Last update: 2024-05-29
Started: 2024-05-29