[R] Straight-line fitting with errors in both coordinates

davidr@rhotrading.com davidr at rhotrading.com
Fri Jan 21 15:42:43 CET 2005


You want to look in the archives or elsewhere online for "errors in
variables" or "total least squares". There are many resources. Note that
the method in NR assumes both variables have equal-sized observational
errors. If that is not the case for your data, then the method is
inappropriate.

HTH,
David Reiner

-----Original Message-----
From: Pan, Chongle [mailto:cpan at utk.edu] 
Sent: Thursday, January 20, 2005 2:47 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Straight-line fitting with errors in both coordinates

Hi All,
I want to fit a straight line into a group of two-dimensional data
points with 
errors in both x and y coordinates. I found there is an algorithm
provided in 
"NUMERICAL RECIPES IN C"
http://www.library.cornell.edu/nr/bookcpdf/c15-3.pdf

I'm wondering if there is a similar function for this implemented in R.
And 
how can I change the objective function, from example, from sum of
squared 
error to sum of absolute error?

Regards,
Chongle

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