r-l1pack 0.52
Propagated dependencies: r-fastmatrix@0.5-7721
Channel: guix-cran
Home page: https://github.com/faosorios/L1pack
Licenses: GPL 3
Synopsis: Routines for L1 Estimation
Description:
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.
Total results: 1