fastkqr: A Fast Algorithm for Kernel Quantile Regression (original) (raw)
An efficient algorithm to fit and tune kernel quantile regression models based on the majorization-minimization (MM) method. It can also fit multiple quantile curves simultaneously without crossing.
| Version: | 1.0.0 |
|---|---|
| Depends: | R (≥ 3.5.0), methods |
| Imports: | graphics, grDevices, stats, utils, dotCall64, rlang, MASS, Matrix |
| Suggests: | knitr, rmarkdown |
| Published: | 2024-05-13 |
| DOI: | 10.32614/CRAN.package.fastkqr |
| Author: | Qian Tang [aut, cre], Yuwen Gu [aut], Boxiang Wang [aut] |
| Maintainer: | Qian Tang |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | fastkqr results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=fastkqrto link to this page.