Hi, I have been looking through all packages but I cannot find a routine for LAD-regression (L1-norm-regression). Is there none? Willi
Willi, try this:
install.packages("sos")
library("sos")
findFn("L1 norm regression")
I find 34 hits but you'd have to look them over to see if any of them
are the sort of thing you want.
HTH, Bryan
****************
Prof. Bryan Hanson
Dept of Chemistry & Biochemistry
DePauw University
602 S. College Ave
Greencastle IN 46135 USA
On Mar 11, 2011, at 7:31 AM, Wilhelm Caspary wrote:
> Hi,
> I have been looking through all packages but I cannot find a routine
> for LAD-regression (L1-norm-regression).
> Is there none?
> Willi
>
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On Mar 11, 2011, at 7:31 AM, Wilhelm Caspary wrote:> Hi, > I have been looking through all packages but I cannot find a routine > for LAD-regression (L1-norm-regression). > Is there none?(In addition to the pkg::sos search results the help archives can also be reviewed.) http://search.r-project.org/cgi-bin/namazu.cgi?query=%22least+absolute+deviation%22&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=Rhelp02 -- David Winsemius, MD West Hartford, CT
Is the L1 norm not equivalent to quantile regression for the 0.5th quantile? If so, quantreg would do it using rq with the defult value for tau. S Ellison>>> Wilhelm Caspary <wilhelm.caspary at unibw.de> 11/03/2011 12:31 >>>Hi, I have been looking through all packages but I cannot find a routine for LAD-regression (L1-norm-regression). Is there none? Willi ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ******************************************************************* This email and any attachments are confidential. Any use...{{dropped:8}}