Thanks for all the replies. I am passing along your comments to my client but my job is just to find an easy way to implement orthogonal L1 regression in C#. I transcribed toms algorithm 478 (L1 optimization of a linear system of equations) into C#, but it doesn't do orthogonal distance, so I am following up with rotating the axes so that the hyperplane is orthogonal to the "y" axis and trying again until the changes in the parameters are small. Problem is, things get unstable with more than a few parameters, so I am using ad hoc methods to stop the params from becoming huge. That's hardly satisfying.
Any suggestions? So, nobody tried to read the Bargiela/Hartley paper? Vitaly . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
