| CQRCDCPP {cqrReg} | R Documentation |
Composite Quantile Regression (cqr) use Coordinate Descent (cd) Algorithms core computational part
Description
Composite quantile regression (cqr) find the estimated coefficient which minimize the absolute error for various quantile level.
The algorithm base on greedy coordinate descent and Edgeworth's for ordinary l_1 regression.
[Package cqrReg version 1.2.1 Index]