R: Quantile Regression (QR) use Alternating Direction Method of...

QRADMMCPP {cqrReg}

R Documentation

Quantile Regression (QR) use Alternating Direction Method of Multipliers (ADMM) algorithm core computational part

The problem is well suited to distributed convex optimization and is based on Alternating Direction Method of Multipliers (ADMM) algorithm .

[Package cqrReg version 1.2.1 Index]