I found this statement:
Quote:
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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]
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... at this webpage:
http://cran.r-project.org/web/views/Optimization.html
I also found this statement:
Quote:
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Koenker's quantile regression package quantreg contains L1 (aka LAD, least absolute deviations)-regression as a special case
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... 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)