DESCRIPTION

Package: hqreg
Type: Package
Title: Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
Version: 1.4-1
Date: 2024-09-26
Authors@R: person(given = "Congrui",
                  family = "Yi",
                  role = c("aut", "cre"),
                  email = "eric.ycr@gmail.com")
Description: Offers efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.
License: GPL-3
URL: https://github.com/CY-dev/hqreg
Imports: parallel