[R]: Lp norm estimation

[Thomas W Blackwell]

Allan  -

Brian Ripley's implementation of one of the more useful Lp norms is:

library("lqs")
help("lqs")

This is very highly recommended for practical data analysis.

-  tom blackwell  -  u michigan medical school  -  ann arbor  -

On Thu, 18 Dec 2003, allan clark wrote:

> Hi all
>
> Just wondering whether one can undertake Lp norm estimation (a type of
> regression analysis) in R?
>
> i.e.
>
> argmin S ( | y(i) - x(i)b | ^p )
>
> where:
>
>    * S is the summation over observation i= 1,2,...,n
>    * y is a vector of n observations
>    * x is an n by p matrix of explanatory variables
>    * b is a p by 1 vector of beta coefficients and
>    * p is a constant to be estimated such that p>= 1
>
> Regards
> Allan
>