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quantreg's Introduction

Versions of quantreg between 3.70 and 4.75 were removed from the CRAN
archive due to uncertainties over the licensing status of the fortran
code in src/cholesky.f.  As of 9 March 2012, original authors of cholesky.f,  
Esmond Ng and Barry Peyton,  have now, very kindly,  given permission to 
use cholesky.f under an open source license.  They have requested that 
their code be credited via the following two publications:

   Esmond G. Ng and Barry W. Peyton, "Block sparse Cholesky algorithms
   on advanced uniprocessor computers". SIAM J. Sci. Stat. Comput.
   14  (1993), pp. 1034-1056.

   John R. Gilbert, Esmond G. Ng, and Barry W. Peyton, "An efficient
   algorithm to compute row and column counts for sparse Cholesky
   factorization". SIAM J. Matrix Anal. Appl. 15 (1994), pp. 1075-1091.

Use of the sparse Cholesky code in cholesky.f in quantreg is limited  to calls
to rqss() or to rq with method = "sfn".  

In the event that readers wish to access the intermediate versions of quantreg
that have been removed from CRAN, they will be available at:

	http://www.econ.uiuc.edu/~roger/research/rq/quantreg

Current versions are best accessed from CRAN and its many mirrors.

quantreg's People

Contributors

rkoenker avatar rudjer avatar

Stargazers

 avatar  avatar Rochita Das avatar  avatar Fulden Komuryakan avatar Tim Pearce avatar hirkame avatar  avatar Matheus Castro avatar Kanu avatar Xiaoou Pan avatar Roy Chen avatar Nikita Chukalovskiy avatar Yi Liu avatar jiandong avatar Phoebe avatar Satpreet avatar

Watchers

James Cloos avatar  avatar Frederick Boehm avatar Roy Chen avatar  avatar Kanu avatar

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