GSQR
This package implements a blockwise-majorization-decent algorithm for group quantile regression (GSQR). It computes efficiently the solution paths of the group-Lasso penalized quantile regression, the group-MCP penalized quantile regression, the group-SCAD penalized quantile regression and theirs approximations.
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Professor of statistics at Université du Québec À Montréal (UQÀM) since June 2012. Research Disciplines: Multidimensional Statistics, Genetics, Penalized Regr
Université du Québec À Montréal
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