Routines for L1 Estimation
Confidence intervals from lad models
Minimum absolute residual (L1) regression
Fit a least absolute deviation (LAD) regression model
Fitter functions for least absolute deviation (LAD) regression
Least absolute deviations regression
The symmetric Laplace distribution
Estimation of location and scatter using the multivariate Laplace dist...
Multivariate Laplace distribution
Simulate responses from lad models
Computation of the generalized spatial median
Calculate variance-covariance matrix from lad models
Wilson-Hilferty transformation
L1 estimation for linear regression using Barrodale and Roberts' method <doi:10.1145/355616.361024> and the EM algorithm <doi:10.1023/A:1020759012226>. Estimation of mean and covariance matrix using the multivariate Laplace distribution, density, distribution function, quantile function and random number generation for univariate and multivariate Laplace distribution <doi:10.1080/03610929808832115>. Implementation of Naik and Plungpongpun <doi:10.1007/0-8176-4487-3_7> for the Generalized spatial median estimator is included.