Hi all Just wondering whether one can undertake Lp norm estimation (a type of regression analysis) in R? i.e. argmin S ( | y(i) - x(i)b | ^p ) where: * S is the summation over observation i= 1,2,...,n * y is a vector of n observations * x is an n by p matrix of explanatory variables * b is a p by 1 vector of beta coefficients and * p is a constant to be estimated such that p>= 1 Regards Allan [[alternative HTML version deleted]]
Allan -
Brian Ripley's implementation of one of the more useful Lp norms is:
library("lqs")
help("lqs")
This is very highly recommended for practical data analysis.
- tom blackwell - u michigan medical school - ann arbor -
On Thu, 18 Dec 2003, allan clark wrote:
> Hi all
>
> Just wondering whether one can undertake Lp norm estimation (a type of
> regression analysis) in R?
>
> i.e.
>
> argmin S ( | y(i) - x(i)b | ^p )
>
> where:
>
> * S is the summation over observation i= 1,2,...,n
> * y is a vector of n observations
> * x is an n by p matrix of explanatory variables
> * b is a p by 1 vector of beta coefficients and
> * p is a constant to be estimated such that p>= 1
>
> Regards
> Allan
>
Hi Allan, I think the function lmp() of the package normalp could be useful to you. Regards, Elio allan clark wrote:>Hi all > >Just wondering whether one can undertake Lp norm estimation (a type of >regression analysis) in R? > >i.e. > >argmin S ( | y(i) - x(i)b | ^p ) > >where: > > * S is the summation over observation i= 1,2,...,n > * y is a vector of n observations > * x is an n by p matrix of explanatory variables > * b is a p by 1 vector of beta coefficients and > * p is a constant to be estimated such that p>= 1 > >Regards >Allan > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > >