Message-ID: <Pine.GSO.4.05.10005151903590.22975-100000@auk.stats>
Date: 2000-05-15T18:08:02Z
From: Brian Ripley
Subject: L1 Norm
In-Reply-To: <200005151709.TAA09621@elrond.uc3m.es>
On Mon, 15 May 2000, M. Angel Arranz wrote:
> Dear R people
>
> I must estimate a linear model with the L1 norm. S-Plus includes the l1fit
Why? (Is this a homework?) There are lots of things wrong with l1 norm
solutions.
> command that performs exactly what I need, but I do not know how to do it
> in R. I checked the 'lqs' library, but it was not included there. Do you
> how to estimate it with R?
Check out the quantreg package on CRAN for a *much* comprehensive solution.
Also, you could use rlm() in library MASS with k \approx 0, but k \approx 1
is a much better idea.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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