Package: L1pack 0.50
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:
L1pack_0.50.tar.gz
L1pack_0.50.tar.gz(r-4.5-noble)L1pack_0.50.tar.gz(r-4.4-noble)
L1pack_0.50.tgz(r-4.4-emscripten)L1pack_0.50.tgz(r-4.3-emscripten)
L1pack.pdf |L1pack.html✨
L1pack/json (API)
| # Install 'L1pack' in R: |
| install.packages('L1pack', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- ereturns - Excess returns for Martin Marietta and American Can companies
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 months agofrom:72ad92e179. Checks:2 OK. Indexed: no.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 07 2025 |
| R-4.5-linux-x86_64 | OK | Jan 07 2025 |
Exports:dlaplacedmLaplacel1fitladlad.fitlad.fit.BRlad.fit.EMLaplaceFitplaplaceqlaplacerlaplacermLaplacesimulate.ladspatial.medianWH.Laplace
Dependencies:fastmatrix
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Confidence intervals from 'lad' models | confint.lad |
| Excess returns for Martin Marietta and American Can companies | ereturns |
| Minimum absolute residual (L1) regression | l1fit |
| Least absolute deviations regression | lad |
| Fitter functions for least absolute deviation (LAD) regression | lad.fit |
| Fit a least absolute deviation (LAD) regression model | lad.fit.BR lad.fit.EM |
| The symmetric Laplace distribution | dlaplace Laplace plaplace qlaplace rlaplace |
| Estimation of location and scatter using the multivariate Laplace distribution | LaplaceFit |
| Multivariate Laplace distribution | dmLaplace mLaplace rmLaplace |
| Simulate responses from 'lad' models | simulate.lad |
| Computation of the generalized spatial median | spatial.median |
| Calculate variance-covariance matrix from 'lad' models | vcov.lad |
| Wilson-Hilferty transformation | WH.Laplace |
