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>.
Version: 1.0.1 Depends: R (≥ 3.5.0) Imports: stats, Matrix, methods Suggests: knitr, rmarkdown Published: 2025-02-12 DOI: 10.32614/CRAN.package.hdqr Author: Qian Tang [aut, cre], Yikai Zhang [aut], Boxiang Wang [aut] Maintainer: Qian Tang <qian-tang at uiowa.edu> License: GPL-2 NeedsCompilation: yes CRAN checks: hdqr results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=hdqr to link to this page.
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