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 -- View this message in context: http://r.789695.n4.nabble.com/Composite-Quantile-Regression-tp4663463.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.