[This followup was posted to sci.stat.edu and a copy was sent to the cited author.]
In article <[EMAIL PROTECTED]>, [EMAIL PROTECTED] says... > Can anyone explain their algorithm, or does anyone know of an > available implementation of it, or for that matter any good orthogonal > linear L1 regression algorithm/implementation? Vitaly: There is an implementation in S-Plus called l1fit(). You also might check the quantreg package for R (www.r- project.org), and specifically the qr() function within that package. http://www.econ.uiuc.edu/~roger/research/rq/rq.html http://cran.at.r-project.org/doc/packages/quantreg.pdf hope this helps, Chuck . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
