llss-2018-jasa

This repository contains R codes for the simulation examples in the following paper:

Lee, Liao, Seo, and Shin: Oracle Estimation of a Change Point in High Dimensional Quantile Regression, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Journal of the American Statistical Association, 113(523), 2018, pp. 1184-1194

Last update: 2020-06-18

src folder contains the following source files:

• C-functions.R: a collection of R functions
• n-200-01.R: an example of the simulation designs. The code is applicable to other designs by modifying the parameters

results folder contains the results of all codes in the src folder