SparseM provides some basic R functionality for linear algebra with sparse matrices. Use of the package is illustrated by a family of linear model fitting functions that implement least squares methods for problems with sparse design matrices. Significant performance improvements in memory...

Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe three estimation methods for such applications that have been recently incorporated into the R package quantreg: the Powell (1986)...

Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has also promoted the development of many new econometrics software packages written in R and made...