Convolution-Type Smoothed Quantile Regression
Fast and accurate convolution-type smoothed quantile regression. Implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Construct confidence intervals for regression coefficients using multiplier bootstrap.
$
pkg install R-cran-conquerOrigin
math/R-cran-conquer
Size
2.41MiB
License
GPLv3
Maintainer
tota@FreeBSD.org
Dependencies
5 packages
Required by
0 packages