[R] L1 Norm

[M. Angel Arranz]

Dear R people

I must estimate a linear model with the L1 norm. S-Plus includes the l1fit
command that performs exactly what I need, but I do not know how to do it
in R. I checked the 'lqs' library, but it was not included there. Do you
how to estimate it with R?

Thanks in advance

Miguel A.

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Miguel A. Arranz
Dpt. of Statistics and Econometrics
Universidad Carlos III de Madrid
arranz at pvi.uc3m.es
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