R package for distributed quantile regression in longitudinal big data based on multi-block ADMM.
It can be used to reproduce the simulation studies in the following paper:
Ye Fan, Nan Lin and Liqun Yu. Distributed Quantile Regression for Longitudinal Big Data.
Two main functions are included: WQRADMM( ) and paraWQRADMM( ), designed for the non-distributed and distributed computation, repectively.