Package: L1pack 0.52

Felipe Osorio

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.

Authors:Felipe Osorio [aut, cre], Tymoteusz Wolodzko [aut]

L1pack_0.52.tar.gz
L1pack_0.52.tar.gz(r-4.5-noble)L1pack_0.52.tar.gz(r-4.4-noble)
L1pack_0.52.tgz(r-4.4-emscripten)L1pack_0.52.tgz(r-4.3-emscripten)
L1pack.pdf |L1pack.html✨
L1pack/json (API)

# Install 'L1pack' in R:
install.packages('L1pack', repos = 'https://cloud.r-project.org')

Bug tracker:https://github.com/faosorios/l1pack/issues1 issues

Datasets:
  • ereturns - Excess returns for Martin Marietta and American Can companies

On CRAN:

Conda:r-l1pack-0.52(2025-03-25)

fortran

2.60 score 4 packages 1.1k downloads 1 mentions 16 exports 1 dependencies

Last updated 15 days agofrom:7eb83ffeb7. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 18 2025
R-4.5-linux-x86_64OKMar 18 2025
R-4.4-linux-x86_64OKMar 18 2025

Exports:dlaplacedmLaplaceenvelope.Laplacel1fitladlad.fitlad.fit.BRlad.fit.EMLaplaceFitplaplaceqlaplacerlaplacermLaplacesimulate.ladspatial.medianWH.Laplace

Dependencies:fastmatrix

Citation

To cite L1pack in publications use:

Osorio, F., Wolodzko, T. (2024). Routines for L1 estimation. R package version 0.52. URL: https://github.com/faosorios/L1pack

Corresponding BibTeX entry: 

  @Manual{,
    title = {Routines for L1 estimation},
    author = {F. Osorio and T. Wolodzko},
    year = {2024},
    note = {R package version 0.52},
    url = {https://github.com/faosorios/L1pack},
  }