Spatial median regression {Rfast}

Spatial median regression

Description

Spatial median regression with Euclidean data.

Usage

spatmed.reg(y, x, tol = 1e-07)

Arguments

y

A matrix with the response variable.

x

The predictor variable(s), they have to be continuous.

tol

The threshold upon which to stop the iterations of the Newton-Rapshon algorithm.

Details

The objective function is the minimization of the sum of the absolute residuals. It is the multivariate generalisation of the median regression.

Value

A list including:

iters

The number of iterations that were required.

be

The beta coefficients.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]>

References

Biman Chakraborty (2003) On multivariate quantile regression. Journal of Statistical Planning and Inference http://www.stat.nus.edu.sg/export/sites/dsap/research/documents/tr01_2000.pdf

See Also

spat.med, sscov, lmfit

Examples

x <- as.matrix(iris[, 3:4])
y <- as.matrix(iris[, 1:2])
mod1 <- spatmed.reg(y, x)