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

	[[alternative HTML version deleted]]


