Windows binaries zip file
Users of this package please cite the following paper
Gu, Y., Fan, J., Kong, L., Ma, S. and Zou, H. (2018). ADMM for High-Dimensional Sparse Penalized Quantile Regression.
Technometrics, 60(3). 319--331.
bibtex citation
@article{doi:10.1080/00401706.2017.1345703,
author = {Yuwen Gu and Jun Fan and Lingchen Kong and Shiqian Ma and Hui Zou},
title = {ADMM for High-Dimensional Sparse Penalized Quantile Regression},
journal = {Technometrics},
volume = {60},
number = {3},
pages = {319-331},
year = {2018},
publisher = {Taylor & Francis},
doi = {10.1080/00401706.2017.1345703},
URL = {
https://doi.org/10.1080/00401706.2017.1345703
},
eprint = {
https://doi.org/10.1080/00401706.2017.1345703
}
}