A Fast Algorithm for Kernel Quantile Regression


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Documentation for package ‘fastkqr’ version 1.0.0

Help Pages

coef.kqr Extract model coefficients from a 'kqr' object.
coef.nckqr Extract model coefficients from a 'nckqr' object.
cv.kqr cross-validation for selecting the tuning parameter of kernel quantile regression
cv.nckqr cross-validation for selecting the tuning parameter 'lambda2' of non-crossing kernel quantile regression
kqr Solve the kernel quantile regression. The solution path is computed at a grid of values of tuning parameter 'lambda'.
nckqr Solve the non-crossing kernel quantile regression
predict.kqr Predict the fitted values for a 'kqr' object.
predict.nckqr Predict the fitted values for a 'nckqr' object.