diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models

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>.

Version:	1.0.0
Depends:	R (≥ 3.5), quantreg (≥ 5.97), greekLetters (≥ 1.0.2)
Imports:	stats, methods, conquer, lawstat, MatrixModels, Matrix, MASS, cubature, doParallel, foreach
Published:	2024-01-30
Author:	Kevin Allan Sales Rodrigues [aut, cre], Silvia Nagib Elian [ctb, ths]
Maintainer:	Kevin Allan Sales Rodrigues <kevin.asr at outlook.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Citation:	diagL1 citation info
CRAN checks:	diagL1 results

Documentation:

Reference manual:

diagL1.pdf

Downloads:

Package source:	diagL1_1.0.0.tar.gz
Windows binaries:	r-devel: diagL1_1.0.0.zip, r-release: diagL1_1.0.0.zip, r-oldrel: diagL1_1.0.0.zip
macOS binaries:	r-release (arm64): diagL1_1.0.0.tgz, r-oldrel (arm64): diagL1_1.0.0.tgz, r-release (x86_64): diagL1_1.0.0.tgz, r-oldrel (x86_64): diagL1_1.0.0.tgz
Old sources:	diagL1 archive

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