This reply is more than a little late, but I just ran across Frank's question
today
as I was searching for something else in R-help. And as it happens I was
about
to incorporate some old code to do "Composite QR" into the quantreg package.
This new version has now been uploaded to CRAN so, with so
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 announ
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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