Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net

Documentation for package ‘hqreg’ version 1.2

hqreg-package	Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-net
coef.cv.hqreg	Model predictions based on "cv.hqreg" object.
coef.hqreg	Model predictions based on "hqreg" object.
cv.hqreg	Cross-validation for hqreg
hqreg	Fit a robust regression model with Huber or quantile loss penalized by lasso or elasti-net
plot.cv.hqreg	Plot the cross-validation curve for a "cv.hqreg" object
plot.hqreg	Plot coefficients from a "hqreg" object
predict.cv.hqreg	Model predictions based on "cv.hqreg" object.
predict.hqreg	Model predictions based on "hqreg" object.