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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 |
DOI: | 10.32614/CRAN.package.diagL1 |
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 |
Reference manual: | diagL1.pdf |
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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These binaries (installable software) and packages are in development.
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