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

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

## Documentation for package ‘hqreg’ version 1.4-1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

hqreg-package | Regularization Paths for Lasso or Elastic-net Penalized Huber Loss Regression and Quantile Regression
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
hqreg_raw | Fit a robust regression model on raw data 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.