Provides the (weighted) L1-norm distances and total distance of points to a subspace.
weightedL1Distance(X, loadings, weights)
'weightedL1Distance' returns a list containing the following components:
list of weighted distances
total distance
data, in matrix
or table form
an orthonormal matrix of loadings vectors
a list of weights for loadings vectors
The reconstructions are calculated by solving a linear program. Then the weights are applied to the distances.