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gettingtothebottom (version 3.0)

ladlp: Linear Programming - Least absolute deviations (LAD) regression

Description

ladlp Function for performing least absolute deviations using linear programming

Usage

ladlp(formula)

Arguments

formula
Formula for LAD regression (e.g., y~X)

Examples

Run this code
# Simulate data for LAD regression
m <- 1000 # number of observations
n <- 100 # number of variables
reg <- generate_data(m,n)
X <- reg$X
y <- reg$y

# Obtain LAD solution (not run)
# sol_lad <- ladlp(y~X)
# sol_lad

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