r-conquer
Fast and accurate convolution-type smoothed quantile regression. Implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Construct confidence intervals for regression coefficients using multiplier bootstrap.
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Summary
Fast and accurate convolution-type smoothed quantile regression. Implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Construct confidence intervals for regression coefficients using multiplier bootstrap.
Last Updated
Mar 6, 2023 at 12:36
License
GPL-3.0-only
Total Downloads
327.1K
Version Downloads
163.4K
Supported Platforms
macOS-arm64
macOS-64
win-64
linux-ppc64le
linux-aarch64
linux-64