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fboehm / openFHDQR

Open-source implementation of ADMM algorithms for penalized quantile regression in Gu, et al. 2018 Technometrics
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Make a vectorized version of prox function #2

Open fboehm opened 3 years ago

fboehm commented 3 years ago

This function would need to convert between NumericVector and Eigen::VectorXd, so it needs the functions - that have yet to be written - that are mentioned in Issue #1

fboehm commented 3 years ago

maybe this isn't needed?? Since we now have the functions to convert between Rcpp:NumericVector and Eigen::VectorXd