This page accompanies the paper
Y.Bilias, K.Florios, S.Skouras, Exact computation of Censored Least Absolute Deviations estimators, Technical Report, Athens University of Economics and Business, 2013
You can download the following software
Windows
CLAD computation in Fortran with SCIP MIP solver
CLAD computation in Exe with SCIP MIP solver
CLAD computation in R with SCIP MIP solver
CLAD computation in R with Gurobi MIP solver
Linux
CLAD computation in Ubuntu with SCIP MIP solver
For more information consult this manual
Online Appendix
It contains:
a) (empirical applications list)
b) (detailed statistical properties for the Monte Carlo simulations) and
c) (some additional figures and tables)
Please download the Online Appendix here
Note I:The installation of either SCIP or Gurobi is a prerequisite for the codes to run.
Codes have been tested with SCIP 1.00 and Gurobi 5.0.1 MIP solvers
Note II: The simplest way to have available a free fortran compiler in Windows, is to install R and Rtools.
Then, the gfortran, gcc and g++ compilers are available on the command line
Conference Presentations
2013 (Conference presentation)
2015 (Conference presentation)
2018 (Seminar presentation)
R
(R package CLADmip source) NEW- June 2015
(R package CLADmip binary) NEW- June 2015
(R package CLADmip manual) NEW- June 2015
{the package uses Rmosek
and MOSEK solver, which
are both free for academic
users}
Step-by-Step INSTALL of CLADmip July 2015
Note: The package has been tested
with 32-bit R and 32-bit MOSEK and
Rmosek.
GAMS
(GAMS Section - For top Performance use GAMS/CPLEX)
GAMS code generic for any dataset
One-page Manual for the GAMS code
Complete GAMS Model and Data Example