conquer
Convolution-Type Smoothed Quantile Regression
Fast and accurate convolution-type smoothed quantile regression. Implemented using Barzilai-Borwein gradient descent with a Huber regression warm start. Construct confidence intervals for regression coefficients using multiplier bootstrap.
Tests Vignettes
Available Snapshots
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Dependencies
| Imports/Depends/LinkingTo/Enhances (5) |
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