L1pack (Q44332)
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Routines for L1 Estimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | L1pack |
Routines for L1 Estimation |
Statements
Tymoteusz Wolodzko
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18 February 2026
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L1 estimation for linear regression using Barrodale and Roberts' method <doi:10.1145/355616.361024> and the EM algorithm <doi:10.1023/A:1020759012226>. Estimation of mean and covariance matrix using the multivariate Laplace distribution, density, distribution function, quantile function and random number generation for univariate and multivariate Laplace distribution <doi:10.1080/03610929808832115>. Implementation of Naik and Plungpongpun <doi:10.1007/0-8176-4487-3_7> for the Generalized spatial median estimator is included.
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