Package: qrsvm
Type: Package
Title: SVM Quantile Regression with the Pinball Loss
Version: 0.2.1
Author: Thilo Hofmeister
Maintainer: Thilo Hofmeister <thilo.hofmeister@uni-hohenheim.de>
Description: Quantile Regression (QR) using Support Vector Machines under the Pinball-Loss. Estimation is based on "Nonparametric Quantile Regression" by I. Takeuchi,  Q.V.Le , T. Sears, A.J.Smola (2004). Implementation relies on 'quadprog' package, package 'kernlab' Kernelfunctions and package 'Matrix' nearPD to find next Positive definite Kernelmatrix. Package estimates quantiles individually but an Implementation of non crossing constraints coming soon. Function multqrsvm() now supports parallel backend for faster fitting. 
License: GPL-2
Encoding: UTF-8
LazyData: true
Imports: kernlab, quadprog, Matrix, doParallel, foreach, methods
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-05-09 22:02:20 UTC; TH
Repository: CRAN
Date/Publication: 2017-05-10 02:20:06 UTC
