Package: QICD
Type: Package
Title: Estimate the Coefficients for Non-Convex Penalized Quantile
        Regression Model by using QICD Algorithm
Version: 1.2.0
Date: 2017-04-16
Authors@R: c(person("Bo", "Peng", role = c("aut", "cre"),
		     email = "peng0199@umn.edu"),
	      person("Rondall", "E. Jones", role = "ctb"),
	      person("John","A. Wisniewski", role = "ctb"))
Author: Bo Peng [aut, cre],
  Rondall E. Jones [ctb],
  John A. Wisniewski [ctb]
Maintainer: Bo Peng <peng0199@umn.edu>
Imports: stats, parallel
Depends: R (>= 3.0.0)
Suggests: mvtnorm, knitr
Description: Extremely fast algorithm "QICD", Iterative Coordinate 
              Descent Algorithm for High-dimensional Nonconvex Penalized Quantile 
              Regression. This algorithm combines the coordinate descent algorithm 
              in the inner iteration with the majorization minimization step 
              in the outside step. For each inner univariate minimization problem, 
              we only need to compute a one-dimensional weighted median, 
              which ensures fast computation. Tuning parameter selection is based 
              on two different method: the cross validation and BIC for 
              quantile regression model. Details are described in Peng,B and Wang,L. (2015) 
              <DOI:10.1080/10618600.2014.913516>.
License: GPL-2
URL:
        http://www.tandfonline.com/doi/abs/10.1080/10618600.2014.913516#.VsoK-JMrJp8
Packaged: 2017-04-18 06:16:24 UTC; geogr
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2017-04-18 07:48:02 UTC
RoxygenNote: 6.0.1
