diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 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: |
0.0.6 |
| Depends: |
R (≥ 3.5), quantreg (≥ 5.97), greekLetters |
| Imports: |
stats, methods, conquer, lawstat, MatrixModels, Matrix |
| Published: |
2023-09-02 |
| Author: |
Kevin Allan Sales Rodrigues
 [aut, cre],
Silvia Nagib Elian [ctb, ths] |
| Maintainer: |
Kevin Allan Sales Rodrigues <kevin.asr at outlook.com> |
| License: |
GPL (≥ 3.0) |
| NeedsCompilation: |
no |
| Citation: |
diagL1 citation info |
| CRAN checks: |
diagL1 results |
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