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Unread 08-05-2014, 23:12
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question about "R" statistics app


I have an overdetermined system Ax = b + ε.

Given A and b, what is the recommended way to find x which minimizes the L1 norm of ε ?


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Unread 22-05-2014, 13:09
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Re: question about "R" statistics app

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Originally Posted by Ether View Post
I have an overdetermined system Ax = b + ε.

Given A and b, what is the recommended way to find x which minimizes the L1 norm of ε ?]
I borrowed the text "Robust Statistical Methods with R" from Michigan Tech.

The bottom of page 124 gives an example of LAD estimation using rq() from the quantreg package.

Can this function be used to do LAD estimation for the above stated problem?

A ∈ ℝmn m>n ... b & ε ∈ ℝm ... x ∈ ℝn


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Unread 22-05-2014, 15:55
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Re: question about "R" statistics app

I've only used R for some simple transformations and stats on large data sets.

You might be better off on the R-Help list and asking your question there.

Good luck!
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Unread 22-05-2014, 17:50
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Re: question about "R" statistics app

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Originally Posted by Foster View Post
I've only used R for some simple transformations and stats on large data sets.
I vaguely recall from a couple of years ago that there were 1 or 2 folks here on CD who said they used R extensively in their work. Can't remember the names though...

Quote:
You might be better off on the R-Help list and asking your question there.
I submitted the question to that mailing list and it sat in the queue for 10 days awaiting moderation before finally being rejected as "spam". Go figure.


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