Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models
Overview
Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) doi:10.1080/0094965042000223680, Elian et al. (2000) doi:10.1080/03610920008832518 and Dodge (1997) doi:10.1006/jmva.1997.1666. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) doi:10.2307/1270952.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 31
- Examples that run
- 57%13 run in a plain check · 10 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 86%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 39%
Downloads
Dependencies
Installing diagL1 adds 26 packages (16 with compiled code, 25 MB of source tarballs). Heaviest: stringi 11 MB, cubature 3.2 MB, Rcpp 1.8 MB.
Code & Tests
Datasets
People & History
Package metadata
- First published
- 2023-08-31
- Total releases
- 4 / 3 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6
- Bundled data
- 1.5 KB / 2 files
- Download size
- 44 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("diagL1")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1080/02664763.2025.2510691, 10.1080/02331888.2025.2536097.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.