ScaLAPACK/PBLAS/BLACS/LAPACK library for use with pbdR.

Automatically exported from code.google.com/p/gcdnet

This package implements a blockwise-majorization-decent algorithm for group quantile regression (GSQR). It computes efficiently the solution paths of the group-Lasso penalized quantile regression, …

glmnet package with initialization

This package implements a generalized coordinate descent (GCD) algorithm for computing the solution path of the penalized quantile regression