lad {L1pack} | R Documentation |
This function is used to fit linear models considering Laplace errors.
lad(formula, data, method = c("BR", "EM"), subset, na.action, control, model = TRUE, x = FALSE, y = FALSE, contrasts = NULL)
formula |
an object of class |
data |
an optional data frame containing the variables in the model. If
not found in |
method |
character string specifying the algorithm to use. The default
algorithm is the Barrodale and Roberts algorithm |
subset |
an optional expression indicating the subset of the rows of data that should be used in the fit. |
na.action |
a function that indicates what should happen when the data contain NAs. |
control |
a list of control values for the estimation algorithm to replace
the default values returned by the function |
model, x, y |
logicals. If |
contrasts |
an optional list. See the |
an object of class lad
representing the linear model fit. Generic
function print
, show the results of the fit.
The functions print
and summary
are used to obtain and print a summary
of the results. The generic accessor functions coefficients
, fitted.values
and residuals
extract various useful features of the value returned by lad
.
The design was inspired by the R function lm
.
Barrodale, I., and Roberts, F.D.K. (1974). Solution of an overdetermined system of equations in the L1 norm. Communications of the ACM 17, 319-320.
Phillips, R.F. (2002). Least absolute deviations estimation via the EM algorithm. Statistics and Computing 12, 281-285.
fm <- lad(stack.loss ~ ., data = stackloss, method = "BR") summary(fm)