hrqglas
cranv1.1.2Group Variable Selection for Quantile and Robust Mean Regression. A program that conducts group variable selection for quantile and robust mean regression (Sherwood and Li, 2022). The group lasso penalty (Yuan and Lin, 2006) is used for group-wise variable selection. Both of the quantile and mean regression models are based on the Huber loss. Specifically, with th
License GPL (>= 2)0 versions1 maintainers4 deps144 weekly dl
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curl https://depscope.dev/api/check/cran/hrqglasFirst published · 2025-06-12 19:49:44
Last updated · 2025-06-12T18:10:05+00:00