Allan - Brian Ripley's implementation of one of the more useful Lp norms is:
library("lqs") help("lqs") This is very highly recommended for practical data analysis. - tom blackwell - u michigan medical school - ann arbor - On Thu, 18 Dec 2003, allan clark wrote: > Hi all > > Just wondering whether one can undertake Lp norm estimation (a type of > regression analysis) in R? > > i.e. > > argmin S ( | y(i) - x(i)b | ^p ) > > where: > > * S is the summation over observation i= 1,2,...,n > * y is a vector of n observations > * x is an n by p matrix of explanatory variables > * b is a p by 1 vector of beta coefficients and > * p is a constant to be estimated such that p>= 1 > > Regards > Allan > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help