Package: L1pack 0.62-4
Felipe Osorio
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.
Authors:
L1pack_0.62-4.tar.gz
L1pack_0.62-4.zip(r-4.7)L1pack_0.62-4.zip(r-4.6)L1pack_0.62-4.zip(r-4.5)
L1pack_0.62-4.tgz(r-4.6-x86_64)L1pack_0.62-4.tgz(r-4.6-arm64)L1pack_0.62-4.tgz(r-4.5-x86_64)L1pack_0.62-4.tgz(r-4.5-arm64)
L1pack_0.62-4.tar.gz(r-4.7-arm64)L1pack_0.62-4.tar.gz(r-4.7-x86_64)L1pack_0.62-4.tar.gz(r-4.6-arm64)L1pack_0.62-4.tar.gz(r-4.6-x86_64)
L1pack_0.62-4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
L1pack/json (API)
| # Install 'L1pack' in R: |
| install.packages('L1pack', repos = c('https://faosorios.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/faosorios/l1pack/issues
- ereturns - Excess returns for Martin Marietta and American Can companies
envelopegeneralized-spatial-medianl1-regressionlad-regressionlaplace-distributionmultivariate-laplacewilson-hilferty-transformation
Last updated from:2670bc3f51. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 109 | ||
| linux-devel-x86_64 | OK | 119 | ||
| source / vignettes | OK | 159 | ||
| linux-release-arm64 | OK | 102 | ||
| linux-release-x86_64 | OK | 100 | ||
| macos-release-arm64 | OK | 81 | ||
| macos-release-x86_64 | OK | 195 | ||
| macos-oldrel-arm64 | OK | 103 | ||
| macos-oldrel-x86_64 | OK | 244 | ||
| windows-devel | OK | 101 | ||
| windows-release | OK | 91 | ||
| windows-oldrel | OK | 78 | ||
| wasm-release | OK | 99 |
Exports:dlaplacedmLaplaceenvelope.Laplacel1cccl1fitladlad.fitlad.fit.BRlad.fit.EMLaplaceFitplaplaceqlaplacerlaplacermLaplacesimulate.ladspatial.medianWH.Laplace
Dependencies:fastmatrix
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Confidence intervals from 'lad' models | confint.lad |
| QQ-plot with simulated envelopes | envelope.Laplace |
| Excess returns for Martin Marietta and American Can companies | ereturns |
| L1 concordance correlation coefficient | l1ccc |
| Minimum absolute residual (L1) regression | l1fit |
| Least absolute deviations regression | lad |
| Fitter functions for least absolute deviation (LAD) regression | lad.fit |
| Fit a least absolute deviation (LAD) regression model | lad.fit.BR lad.fit.EM |
| The symmetric Laplace distribution | dlaplace Laplace plaplace qlaplace rlaplace |
| Estimation of location and scatter using the multivariate Laplace distribution | LaplaceFit |
| Multivariate Laplace distribution | dmLaplace mLaplace rmLaplace |
| Residuals for LAD regression | residuals.lad |
| Simulate responses from 'lad' models | simulate.lad |
| Computation of the generalized spatial median | spatial.median |
| Calculate variance-covariance matrix from 'lad' models | vcov.lad |
| Wilson-Hilferty transformation | WH.Laplace |