View Single Post
  #5   Spotlight this post!  
Unread 19-06-2015, 13:45
Ether's Avatar
Ether Ether is offline
systems engineer (retired)
no team
 
Join Date: Nov 2009
Rookie Year: 1969
Location: US
Posts: 8,038
Ether has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond reputeEther has a reputation beyond repute
Re: calling all "R Statistical Package" gurus



I found this statement:
Quote:
Package quantreg contains variations of simplex and of interior point routines ( nlrq(), crq()). It provides an interface to L1 regression in the R code of function rq(). [SPLP, LP, IPM]
... at this webpage:

http://cran.r-project.org/web/views/Optimization.html



I also found this statement:
Quote:
Koenker's quantile regression package quantreg contains L1 (aka LAD, least absolute deviations)-regression as a special case
... at this webpage:

http://cran.cnr.berkeley.edu/web/views/Robust.html


Attached is a zip file containing an [A] matrix and [b] column vector in CSV format. Would some kind R guru please show how to use the above method to do L1 regression on the attached data? (see original post in this thread)



Attached Files
File Type: zip A and b.zip (1.2 KB, 10 views)