[R] Least Absolute Deviation

Philippe Grosjean phgrosjean at sciviews.org
Wed Jan 15 19:45:03 CET 2003

You can also look at package nlrq, if you intend to do non linear LAD


Philippe Grosjean

-----Original Message-----
From: r-help-admin at stat.math.ethz.ch
[mailto:r-help-admin at stat.math.ethz.ch]On Behalf Of Huntsinger, Reid
Sent: mercredi 15 janvier 2003 6:59
To: 'huan.huang at bnpparibas.com'; r-help at stat.math.ethz.ch
Subject: RE: [R] Least Absolute Deviation

Try the package "quantreg" on CRAN.

Reid Huntsinger

-----Original Message-----
From: huan.huang at bnpparibas.com [mailto:huan.huang at bnpparibas.com]
Sent: Wednesday, January 15, 2003 12:19 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Least Absolute Deviation

Dear all,

I try to fit least absolute deviation  (LAD) regression with R. I couldn't
find any command to carry out LAD. What I am doing now is using nlm() and
setting the function argument to minimize the sum of the absolute
deviation. But for some data it keeps giving out the error message: Error
in nlm(absdev, b.start) : non-finite value supplied by nlm. (there is no na
in my dataset.)

I am wondering if there is some function I can do it directly.

Many thanks.


This message and any attachments (the "message") is
intended solely for the addressees and is confidential.
If you receive this message in error, please delete it and
immediately notify the sender. Any use not in accord with
its purpose, any dissemination or disclosure, either whole
or partial, is prohibited except formal approval. The internet
can not guarantee the integrity of this message.
BNP PARIBAS (and its subsidiaries) shall (will) not
therefore be liable for the message if modified.


Ce message et toutes les pieces jointes (ci-apres le
"message") sont etablis a l'intention exclusive de ses
destinataires et sont confidentiels. Si vous recevez ce
message par erreur, merci de le detruire et d'en avertir
immediatement l'expediteur. Toute utilisation de ce
message non conforme a sa destination, toute diffusion
ou toute publication, totale ou partielle, est interdite, sauf
autorisation expresse. L'internet ne permettant pas
d'assurer l'integrite de ce message, BNP PARIBAS (et ses
filiales) decline(nt) toute responsabilite au titre de ce
message, dans l'hypothese ou il aurait ete modifie.

R-help at stat.math.ethz.ch mailing list


R-help at stat.math.ethz.ch mailing list

More information about the R-help mailing list