L1pack: Routines for L1 Estimation

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.

Getting started

Package details

AuthorFelipe Osorio [aut, cre] (<https://orcid.org/0000-0002-4675-5201>), Tymoteusz Wolodzko [aut]
MaintainerFelipe Osorio <faosorios.stat@gmail.com>
LicenseGPL-3
Version0.52
URL https://github.com/faosorios/L1pack
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("L1pack")

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L1pack documentation built on April 4, 2025, 1:11 a.m.