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calling all "R Statistical Package" gurus
Given m-by-n matrix [A], (m>n), and m-by-1 column vector [b] for the overdetermined system of linear equations [A][x] = [b], What is the recommended way to use R to find the n-by-1 column vector [x] which minimizes the L1 norm of [b]-[A][x] ? aka minx |[b]-[A][x]|1, aka Least Absolute Deviation (LAD) ? |
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