A Fast Algorithm for Kernel Quantile Regression

Implements fast algorithms for kernel quantile regression and related models, including non-crossing kernel quantile regression and regularized linear quantile regression. The methods are described in Tang, Gu and Wang (2026) .


Reference manual

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install.packages("fastkqr")

1.0.1 by Qian Tang, 4 months ago


Browse source code at https://github.com/cran/fastkqr


Authors: Qian Tang [aut, cre] , Yuwen Gu [aut] , Boxiang Wang [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports stats, parallel

Suggests knitr, rmarkdown


See at CRAN