[R] least median squares

[Gabor Grothendieck]

Try this using builtin data set BOD:


medsq <- function(p, DF) median((p[1] + p[2] * DF[[1]] - DF[[2]])^2)
init <- coef(lm(demand ~ Time, BOD))
optim(init, medsq, DF = BOD)

library(MASS)
lqs(demand ~ Time, BOD, method = "lms")



On 10/22/06, Pedro Mardones <mardones.p at gmail.com> wrote:
> Does anyone can provide a code to implement least median squares
> regression in R (not using the lqs function or calling C functions)?
> Reason: teaching/learning purposes
> Thanks
> PM
>
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