Routines for L1 Estimation


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Documentation for package ‘L1pack’ version 0.41-245

Help Pages

confint.lad Confidence intervals from 'lad' models
dlaplace The symmetric Laplace distribution
dmLaplace Multivariate Laplace distribution
ereturns Excess returns for Martin Marietta and American Can companies
l1fit Minimum absolute residual (L1) regression
lad Least absolute deviations regression
lad.fit Fitter functions for least absolute deviation (LAD) regression
lad.fit.BR Fit a least absolute deviation (LAD) regression model
lad.fit.EM Fit a least absolute deviation (LAD) regression model
Laplace The symmetric Laplace distribution
LaplaceFit Estimation of mean and covariance using the multivariate Laplace distribution
mLaplace Multivariate Laplace distribution
plaplace The symmetric Laplace distribution
qlaplace The symmetric Laplace distribution
rlaplace The symmetric Laplace distribution
rmLaplace Multivariate Laplace distribution
simulate.lad Simulate responses from 'lad' models
vcov.lad Calculate variance-covariance matrix from 'lad' models
WH.Laplace Wilson-Hilferty transformation