https://github.com/cran/quantreg
Tip revision: 2b3a85a87089d85cfbcc67cac5d6778f94719b8d authored by Roger Koenker on 15 July 2019, 13:00:03 UTC
version 5.42
version 5.42
Tip revision: 2b3a85a
README
Versions of quantreg between 3.70 and 4.75 were removed from the CRAN
archive due to uncertainties over the licensing status of the fortran
code in src/cholesky.f. As of 9 March 2012, original authors of cholesky.f,
Esmond Ng and Barry Peyton, have now, very kindly, given permission to
use cholesky.f under an open source license. They have requested that
their code be credited via the following two publications:
Esmond G. Ng and Barry W. Peyton, "Block sparse Cholesky algorithms
on advanced uniprocessor computers". SIAM J. Sci. Stat. Comput.
14 (1993), pp. 1034-1056.
John R. Gilbert, Esmond G. Ng, and Barry W. Peyton, "An efficient
algorithm to compute row and column counts for sparse Cholesky
factorization". SIAM J. Matrix Anal. Appl. 15 (1994), pp. 1075-1091.
Use of the sparse Cholesky code in cholesky.f in quantreg is limited to calls
to rqss() or to rq with method = "sfn".
In the event that readers wish to access the intermediate versions of quantreg
that have been removed from CRAN, they will be available at:
http://www.econ.uiuc.edu/~roger/research/rq/quantreg
Current versions are best accessed from CRAN and its many mirrors.