Chee Chen
2012-Nov-21 17:44 UTC
[R] Help: is there a R Package for L1-regression (not regression with L1-penalty)
Dear All, Is there a R package for L1-regression (meaning, optimize the sum of absolute deviations, NOT TO BE UNDERSTOOD as regression with L1-penalty) ? Any information will be appreciated. Regards, Chee [[alternative HTML version deleted]]
cberry at tajo.ucsd.edu
2012-Nov-21 20:38 UTC
[R] Help: is there a R Package for L1-regression (not regression with L1-penalty)
"Chee Chen" <chee.chen at yahoo.com> writes:> Dear All, > Is there a R package for L1-regression (meaning, optimize the sum of > absolute deviations, NOT TO BE UNDERSTOOD as regression with > L1-penalty) ?Yes.> Any information will be appreciated.See http://cran.cnr.berkeley.edu/web/views/Robust.html HTH, Chuck