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) , Elian et al. (2000) and Dodge (1997) . 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) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("diagL1")

1.0.1 by Kevin Allan Sales Rodrigues, a year ago


Browse source code at https://github.com/cran/diagL1


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, methods, conquer, lawstat, MatrixModels, Matrix, MASS, cubature, doParallel, foreach

Depends on quantreg, greekLetters


See at CRAN