R package for high-dimensional sparse penalized quantile regression

Authors: Yuwen Gu and Hui Zou

The authors keep all the copyrights of the code.

Mac binaries tgz file

Windows binaries zip file

Users of this package please cite the following paper

ADMM for High-Dimensional Sparse Penalized Quantile Regression. by YUWEN GU, JUN FAN, LINGCHEN KONG, SHIQIAN MA and HUI ZOU. To appear in Technometrics.