fboehm / openFHDQR

Open-source implementation of ADMM algorithms for penalized quantile regression in Gu, et al. 2018 Technometrics
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Need functions to convert between Rcpp::NumericVector and Eigen::VectorXd #1

Closed fboehm closed 3 years ago

fboehm commented 3 years ago

There are several helpful posts on stackoverflow that can assist in this task. These are needed for the ADMM update steps where elementwise calculations are needed.

fboehm commented 3 years ago

closed e1ea41419774f0cfe6e91880ec84592e16b3c5d1