SGDinference

cranv0.1.0

Inference with Stochastic Gradient Descent. Estimation and inference methods for large-scale mean and quantile regression models via stochastic (sub-)gradient descent (S-subGD) algorithms. The inference procedure handles cross-sectional data sequentially: (i) updating the parameter estimate with each incoming "new observation", (ii) aggregati

License GPL-3strong copyleft0 versions1 maintainers2 deps65 weekly dl
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statsRcpp
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First published · 2023-11-16 21:51:24

Last updated · 2023-11-16T19:43:54+00:00