swh:1:snp:f7f2912f5f954988ea730ec09e387c02a06b4418
Raw File
Tip revision: 0a68d14c3f6b78fc846532d7376f94f4500958cc authored by Roger Koenker on 05 February 2022, 11:10:02 UTC
version 5.88
Tip revision: 0a68d14
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.

back to top