Quote:
Originally Posted by Ether
Are you an R power user?
Perhaps you could answer this question for me.
Note: The question is specifically how to do the LAD computation using R. I have already successfully used AMPL & GAMS (MINOS, Gurobi, MOSEK, OOQP), Python (CVXOPT), and Octave (GLPK); I'd like to compare R's performance.
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Unfortunately, my partner is the R power user. He extols its virtues and I'm passing them along. I have used STATA and I think it could easily handle the matrix and exceptions that Ed is facing.