[R] L1 Norm

[Prof Brian D Ripley]

On Mon, 15 May 2000, M. Angel Arranz wrote:

> Dear R people
> 
> I must estimate a linear model with the L1 norm. S-Plus includes the l1fit

Why?  (Is this a homework?)  There are lots of things wrong with l1 norm
solutions.

> 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?

Check out the quantreg package on CRAN for a *much* comprehensive solution.
Also, you could use rlm()	 in library MASS with k \approx 0, but k \approx 1
is a much better idea.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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