[R] Composite Quantile Regression

Yihui Xie xie at yihui.name
Fri Apr 5 20:28:15 CEST 2013

I have no idea, but I cannot help taking this chance to say how much I
love Hastie and Tibshirani. There are two types of authors in the
world: those who are chased by desperate readers for software
packages, and those who chase the readers desperately with their
packages (cf Hastie's recent announcement of softImpute and
Tibshirani's covTest).

Yihui Xie <xieyihui at gmail.com>
Phone: 515-294-2465 Web: http://yihui.name
Department of Statistics, Iowa State University
2215 Snedecor Hall, Ames, IA

On Fri, Apr 5, 2013 at 12:55 PM, Frank Harrell <f.harrell at vanderbilt.edu> wrote:
> Does anyone know of R functions for doing composite quantile regression (Hou
> and Yuan Ann Stat 36:1108, 2008)?  The paper's authors do not talk about
> software in their paper or on their web sites.
> Thanks
> Frank
> -----
> Frank Harrell
> Department of Biostatistics, Vanderbilt University

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