Package: diagL1 1.0.1

diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models

Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) <doi:10.1080/0094965042000223680>, Elian et al. (2000) <doi:10.1080/03610920008832518> and Dodge (1997) <doi:10.1006/jmva.1997.1666>. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) <doi:10.2307/1270952>.

Authors:Kevin Allan Sales Rodrigues [aut, cre], Silvia Nagib Elian [ctb, ths]

diagL1_1.0.1.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
diagL1/json (API)

# Install 'diagL1' in R:
install.packages('diagL1', repos = c('https://kevinds100.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 572 downloads 22 exports 32 dependencies

Last updated from:2aecca3fad. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK140
source / vignettesOK153
linux-release-x86_64OK139
macos-release-arm64OK121
macos-oldrel-arm64OK185
windows-develOK100
windows-releaseOK103
windows-oldrelOK98
wasm-releaseOK101

Exports:boot_het.regL1boot.regL1class_to_regL1class_to_rqCookDistancedlaplaceFDforwardSearch_regL1HV_testlambda_mlelambda_roslaplace.dist.testLF_testlikelihoodCDlikelihoodDPIFplaplaceqlaplaceregL1regL1_hetrlaplaceSAE

Dependencies:assertthatbootclicodetoolsconquercubaturedoParallelforeachgluegreekLettersiteratorsKendalllatticelawstatlifecyclemagrittrMASSMatrixMatrixModelsmatrixStatsmvtnormquantregrbibutilsRcppRcppArmadilloRdpackrlangSparseMstringistringrsurvivalvctrs

Readme and manuals

Help Manual

Help pageTopics
Bile Databile
Bootstrapping Linear L1 Modelsboot_het.regL1
Bootstrapping Linear L1 Modelsboot.regL1
Change object class from "rq" to "regL1"class_to_regL1
Change object class from "regL1" to "rq"class_to_rq
Calculate Cook DistanceCookDistance
Probability density function (PDF) of the Laplace distributiondlaplace
F DistanceFD
Fire DataFire
Forward Search in Linear L1 ModelsforwardSearch_regL1
Homogeneity of Variance Tests for Linear L1 ModelsHV_test
Function to estimate lambda via MLElambda_mle
Function to calculate robust lambda estimatorlambda_ros
Wrapper for the 'laplace.test' function from the 'lawstat' packagelaplace.dist.test
Lack of Fit Tests for Linear L1 ModelsLF_test
Calculate Conditional Likelihood DisplacementlikelihoodCD
Calculate Likelihood DisplacementlikelihoodD
Predictive Influence FunctionPIF
Cumulative distribution function (CDF) of the Laplace distributionplaplace
Forward Search in Linear L1 Modelsplot.forwardSearch_regL1
Print an forwardSearch_regL1 objectprint.forwardSearch_regL1
Print an regL1 objectprint.regL1
Print Forward Search in Linear L1 Model Summary Objectprint.summary.forwardSearch_regL1
Print Linear L1 Regression Summary Objectprint.summary.regL1
Quantile function (inverse of the CDF) of the Laplace distributionqlaplace
Fitting Linear L1 ModelsregL1
Fitting Heteroscedastic Linear L1 ModelsregL1_het
Function to generate random values from the Laplace distributionrlaplace
Function to calculate SAESAE
Summarizing Fit of Forward Search in Linear L1 Regressionsummary.forwardSearch_regL1
Summary methods for L1 Regressionsummary.regL1