cheb-package: Discrete Linear Chebyshev Approximation

In cheb: Discrete Linear Chebyshev Approximation

Description

R Interface to the CHEB code by Barrodale and Philips for Discrete Linear Chebyshev Approximation. Computes the Chebyshev solution to an overdetermined system of linear equations.

Details

Package:	cheb
Type:	Package
Version:	0.2
Date:	2008-02-19
License:	GPL-3

The package contains a single function chebR, which takes as its arguments a matrix of predictors and a vector of outcomes.

Author(s)

Jan de Leeuw

Maintainer: Jan de Leeuw <[e-mail]>

References

I. Barrodale and C. Philips. Algorithm 495 <e2><80><93> Solutions of an Overdetermined System of Linear Equations in the Chebyshev Norm. ACM Transactions on Mathematical Software, 1:264<e2><80><93>270, 1975.

Examples

a<-matrix(rnorm(20),10,2)
b<-rnorm(10)
chebR(a,b)

cheb documentation built on May 29, 2017, 8:43 p.m.