QuantRegGLasso

cranv1.0.1

Adaptively Weighted Group Lasso for Semiparametric Quantile Regression Models. Implements an adaptively weighted group Lasso procedure for simultaneous variable selection and structure identification in varying coefficient quantile regression models and additive quantile regression models with ultra-high dimensional covariates. The methodology, grounded in a strong sparsity co

License GPL (>= 2)0 versions1 maintainers2 deps62 weekly dl
egpivo/QuantRegGLasso
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  • Low health score (37/100)
Health breakdown0 – 100
10/25
maintenance
0/20
popularity
25/25
security
0/15
maturity
2/15
community
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Rcppggplot2
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First published · 2025-10-06 03:54:04

Last updated · 2025-10-06T02:30:02+00:00

QuantRegGLasso — Health Score 37/100 | DepScope