xiaooupan/conquer

Convolution-type Smoothed Quantile Regression

conquer's Issues

Error Compiling

Hi,
I'm running into an error compiling conquer. Is there an easy fix I'm missing? See error report below.

ld: warning: directory not found for option '-L/usr/local/gfortran/lib/gcc/x86_64-apple-darwin18/8.2.0'
ld: warning: directory not found for option '-L/usr/local/gfortran/lib'
ld: library not found for -lgfortran
clang: error: linker command failed with exit code 1 (use -v to see invocation)
make: *** [conquer.so] Error 1
ERROR: compilation failed for package ‘conquer’

Eliminate dependency to {caret}

There is a dependency to {caret} that installs a lot of unwanted packages in cascade. The dependency is just for using its createFolds() function. The way it is used, (folds = createFolds(Y, kfolds, FALSE), line 385 in smqr.R, it seems that it could be replaced by something like:

len <- length(Y)
folds <- sample(rep(1:kfolds, ceiling(len/kfolds)), len))

This way, you could get rid of the dependency to {caret} and get a cleaner installation.

minimum R version

Is it possible to relax the minimum version to Depends: R (>= 3.5.0)? Your package is a new Imports for quantreg and I was hoping to continue to use the newest quantreg for R 3.5.3.

Unable to build on macOs mojave

The package cannot build on macOs mojave. The compiler uses the -openmp switch, which is not available on stock Apple llvm

clang error

R version 3.5.0

install.packages("conquer")
Installing package into ‘/Users/luohao/Dropbox/bioinformatic_documents/R/R_lib’
(as ‘lib’ is unspecified)
Package which is only available in source form, and may need compilation of C/C++/Fortran:
‘conquer’
Do you want to attempt to install these from sources? (Yes/no/cancel) Yes
installing the source package ‘conquer’

trying URL 'https://cran.wu.ac.at/src/contrib/conquer_1.2.1.tar.gz'
Content type 'application/x-gzip' length 23869 bytes (23 KB)

downloaded 23 KB

• installing source package ‘conquer’ ...
  ** package ‘conquer’ successfully unpacked and MD5 sums checked
  ** libs
  clang++ -std=gnu++11 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I"/Users/luohao/Dropbox/bioinformatic_documents/R/R_lib/Rcpp/include" -I"/Users/luohao/Dropbox/bioinformatic_documents/R/R_lib/RcppArmadillo/include" -I/usr/local/include -fopenmp -fPIC -Wall -g -O2 -c RcppExports.cpp -o RcppExports.o
  clang: error: unsupported option '-fopenmp'
  make: *** [RcppExports.o] Error 1
  ERROR: compilation failed for package ‘conquer’

Building the model without intercept

This is a great package but a limitation that I am finding is that it builds the quantile regression models with intercept. An option for the estimation of the models without the intercept would be (I think) a good feature to add. This is something that other regression-related packages like glmnet or, in the field of quantile regression, quantreg, implement.

conquer package not compiling

A direct call of install.package("conquer") in R had the following output:
g++-std=gnu++11 -I"/usr/share/R/include" -DNDEBUG -I"/home/santos/.R/x86_64-pc-linux-gnu-library/3.6/Rcpp/include" -I"/home/santos/.R/x86_64-pc-linux-gnu-library/3.6/RcppArmadillo/include" -fopenmp -fpic -g -O2 -fdebug-prefix-map=/build/r-base-V28x5H/r-base-3.6.3=. -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g -c smqr.cpp -o smqr.o

smqr.cpp: In function ‘Rcpp::List smqrGauss(const mat&, arma::vec, double, double, double, double, int)’:
smqr.cpp:143:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrGaussNsd(const mat&, const vec&, double, double, double, double, int)’:
smqr.cpp:187:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrUnif(const mat&, arma::vec, double, double, double, double, int)’:
smqr.cpp:280:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrUnifNsd(const mat&, const vec&, double, double, double, double, int)’:
smqr.cpp:324:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrPara(const mat&, arma::vec, double, double, double, double, int)’:
smqr.cpp:417:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrParaNsd(const mat&, const vec&, double, double, double, double, int)’:
smqr.cpp:461:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrTrian(const mat&, arma::vec, double, double, double, double, int)’:
smqr.cpp:554:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
smqr.cpp: In function ‘Rcpp::List smqrTrianNsd(const mat&, const vec&, double, double, double, double, int)’:
smqr.cpp:598:35: error: ‘quantile’ is not a member of ‘arma’
   beta(0) = arma::as_scalar(arma::quantile(Y - Z.cols(1, p) * beta.rows(1, p), quant));
                                   ^~~~~~~~
/usr/lib/R/etc/Makeconf:177: recipe for target 'smqr.o' failed
make: *** [smqr.o] Error 1

ERROR: compilation failed for package ‘conquer’
* removing ‘/home/santos/.R/x86_64-pc-linux-gnu-library/3.6/conquer’`

Could you guys explain what happened? Thanks in advance.
I'm running R 3.6.3 in a Ubuntu 18.04.4 LTS