Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
To install:
- the released version from CRAN:
install.packages("hqreg")
- the latest version (require
devtools
):install_github("CY-dev/hqreg")
To report bugs:
- send email to: Congrui Yi eric.ycr@gmail.com