calling all "R Statistical Package" gurus

[Ether]

Originally Posted by Ether

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] ?

I found an elegant one-line-of-source-code fast-executing solution.

I knew R should be able to do this.

In terms of code simplicity (using tested and stable publicly available supported free libraries) I would rank R at the top of the list (for this particular problem), tied for first place with Python. In second place is AMPL. Matlab/Octave is a distant third.

PM me if you're interested.


PS: I haven't looked into SciLab yet. How about LabVIEW?? Any takers?