diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 and LADModels
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: | 1.0.1 |
| Depends: | R (≥ 3.6),quantreg (≥ 6.1),greekLetters (≥ 1.0.4) |
| Imports: | stats, methods,conquer,lawstat,MatrixModels,Matrix,MASS,cubature,doParallel,foreach |
| Published: | 2025-08-21 |
| 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 |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=diagL1to link to this page.