sssvcqr - Sparse-Smooth Spatially Varying Coefficient Quantile Regression
Implements sparse-smooth spatially varying coefficient
quantile regression (SS-SVCQR), combining quantile regression
of Koenker and Bassett (1978) <doi:10.2307/1913643>, grouped
variable selection of Yuan and Lin (2006)
<doi:10.1111/j.1467-9868.2005.00532.x>, graph regularization,
and the alternating direction method of multipliers of Boyd et
al. (2011) <doi:10.1561/2200000016>. The package provides
graph-regularized estimation, spatially blocked
cross-validation, prediction, diagnostics, and simulation
helpers for global-local spatial quantile regression.