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

This version of conquer can be found in the following snapshots:


Imports/Depends/LinkingTo/Enhances (5)
  • R
  • Rcpp >= 1.0.3
  • matrixStats
  • Rcpp
  • RcppArmadillo >= 0.9.850.1.0
  • Version History