L1pack
Routines for L1 Estimation
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.62-4 |
2026-04-09 windows/windows R-4.5 | L1pack_0.62-4.zip |
167.2 KiB |