ladreg: ladreg
| ladreg | R Documentation |
ladreg
Description
ladreg computes the LAD regression estimate
Usage
ladreg(y, X, intcpt = T, b0 = NULL, printitn = 0)
Arguments
y: |
numeric response N vector (real/complex) |
X: |
numeric feature N x p matrix (real/complex) |
intcpt: |
(logical) flag to indicate if intercept is in the model |
b0: |
numeric optional initial start of the regression vector for IRWLS algorithm. If not given, we use LSE (when p>1). |
printitn: |
print iteration number (default = 0, no printing) and other details |
Value
b1: (numberic) the regression coefficient vector
iter: (numeric) # of iterations (given when IRWLS algorithm is used)
Note
file location: Regression.R
Examples
ladreg(rnorm(5), matrix(rnorm(5)))
