[RsR] What R functions provide least median of squares regression analysis?

[Matias Salibian-Barrera]

Hi Kelly,

That's the only implementation I know, although I haven't used it in 
many years. It is a notably difficult optimization problem, but I'm not 
aware of any new developments in the algorithm after the mid- to 
late-90's, so the implementation in MASS::lqs may very well the state of 
the art version.

Matias


On 2022-05-03 5:57 a.m., Kelly Thompson wrote:
> [CAUTION: Non-UBC Email]
>
> I know about these:
>
> lqs (with method = "lms", and lmsreg, which as I understand it is
> equivalent to lqs with method = "lms")
>
> Mentions:
> https://www.rdocumentation.org/packages/MASS/versions/7.3-56/topics/lqs
>
> https://stat.ethz.ch/pipermail/r-help/2006-October/115681.html
>
> https://stat.ethz.ch/pipermail/r-help/2007-March/126564.html
> -----
> ltsReg, https://www.rdocumentation.org/packages/robustbase/versions/0.1-2/topics/ltsReg
> nl.lmsNM, https://rdrr.io/cran/nlr/man/nl.lmsNM.html
>
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