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.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.6.0) |
| Imports: | Rcpp (≥ 1.0.3), Matrix, matrixStats, stats |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2020-05-06 |
| Author: | Xuming He [aut], Xiaoou Pan [aut, cre], Kean Ming Tan [aut], Wen-Xin Zhou [aut] |
| Maintainer: | Xiaoou Pan <xip024 at ucsd.edu> |
| License: | GPL-3 |
| URL: | https://github.com/XiaoouPan/conquer |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Materials: | README |
| CRAN checks: | conquer results |
| Reference manual: | conquer.pdf |
| Package source: | conquer_1.0.1.tar.gz |
| Windows binaries: | r-devel: conquer_1.0.1.zip, r-release: conquer_1.0.1.zip, r-oldrel: conquer_1.0.1.zip |
| macOS binaries: | r-release: conquer_1.0.1.tgz, r-oldrel: conquer_1.0.1.tgz |
| Old sources: | conquer archive |
| Reverse imports: | quantreg |
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