Package: diagL1 1.0.0

diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models

Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) <doi:10.1080/0094965042000223680>, Elian et al. (2000) <doi:10.1080/03610920008832518> and Dodge (1997) <doi:10.1006/jmva.1997.1666>. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) <doi:10.2307/1270952>.

Authors:Kevin Allan Sales Rodrigues [aut, cre], Silvia Nagib Elian [ctb, ths]

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Last updated 8 months agofrom:9371787c4d. Checks:OK: 5 NOTE: 2. Indexed: yes.

Exports:boot_het.regL1boot.regL1class_to_regL1class_to_rqCookDistancedlaplaceFDforwardSearch_regL1HV_testlambda_mlelambda_roslaplace.dist.testLF_testlikelihoodCDlikelihoodDPIFplaplaceqlaplaceregL1regL1_hetrlaplaceSAE

Dependencies:assertthatbootclicodetoolsconquercubaturedoParallelforeachgluegreekLettersiteratorsKendalllatticelawstatlifecyclemagrittrMASSMatrixMatrixModelsmatrixStatsmvtnormquantregrbibutilsRcppRcppArmadilloRdpackrlangSparseMstringistringrsurvivalvctrs