| Name : R-hrqglas
| |
| Version : 1.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.1.1
| Date : 2023-09-05 20:12:00
|
| Group : Development/Libraries/Other
| Source RPM : R-hrqglas-1.1.0-lp155.1.1.src.rpm
|
| Size : 0.07 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Group Variable Selection for Quantile and Robust Mean Regression
|
Description :
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 the tuning parameter in the Huber loss approaching
to 0, the quantile check function can be approximated by the Huber loss
for the median and the tilted version of Huber loss at other quantiles.
Such approximation provides computational efficiency and stability, and
has also been shown to be statistical consistent.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
