QRMMCPP

<p>The algorithm majorizing the objective function by a quadratic function followed by minimizing that quadratic.</p>

Estimate quantile regression(QR) and composite quantile regression (cqr) and with adaptive lasso penalty using interior point (IP), majorize and minimize(MM), coordinate descent (CD), and alternating direction method of multipliers algorithms(ADMM).

Jueyu Gao

QRMMCPP: Quantile Regression (QR) use Majorize and Minimize (mm) algorithm core computational part

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