diagL1
1.0.1Routines 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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 57%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 39%
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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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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