Quantile, Composite Quantile Regression and Regularized Versions

---

Documentation for package ‘cqrReg’ version 1.2.1

• DESCRIPTION file.

Help Pages

cqr.admm	Composite Quantile regression (cqr) use Alternating Direction Method of Multipliers (ADMM) algorithm.
cqr.cd	Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms
cqr.fit	Composite Quantile Regression (cqr) model fitting
cqr.fit.lasso	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso)
cqr.ip	Composite Quantile Regression (cqr) use Interior Point (ip) Method
cqr.lasso.admm	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm
cqr.lasso.cd	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms
cqr.lasso.mm	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) Algorithm
cqr.mm	Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithm
CQRADMMCPP	Composite Quantile regression (cqr) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
CQRCDCPP	Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms core computational part
CQRMMCPP	Composite Quantile Regression (cqr) use Majorize and Minimize (mm) Algorithm core computational part
CQRPADMMCPP	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
CQRPCDCPP	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational part
CQRPMMCPP	Composite Quantile Regression (cqr) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) Algorithm core computational part
QR.admm	Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithm
QR.cd	Quantile Regression (QR) use Coordinate Descent (cd) Algorithms
QR.ip	Quantile Regression (QR) use Interior Point (ip) Method
QR.lasso.admm	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm
QR.lasso.cd	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms
QR.lasso.ip	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Interior Point (ip) Method
QR.lasso.mm	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm
QR.mm	Quantile Regression (QR) use Majorize and Minimize (mm) algorithm
QRADMMCPP	Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
QRCDCPP	Quantile Regression (QR) use Coordinate Descent (cd) Algorithms core computational part
qrfit	Quantile Regression (qr) model fitting
qrfit.lasso	Quantile Regression (qr) with Adaptive Lasso Penalty (lasso)
QRMMCPP	Quantile Regression (QR) use Majorize and Minimize (mm) algorithm core computational part
QRPADMMCPP	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part
QRPCDCPP	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Coordinate Descent (cd) Algorithms core computational part
QRPMMCPP	Quantile Regression (QR) with Adaptive Lasso Penalty (lasso) use Majorize and Minimize (mm) algorithm core computational part