Routines for L1 Estimation
Description
L1 estimation for linear regression using Barrodale and Roberts' method
and the EM algorithm .
Estimation of mean and covariance matrix using the multivariate Laplace distribution,
density, distribution function, quantile function and random number generation
for univariate and multivariate Laplace distribution .
Implementation of Naik and Plungpongpun for the
Generalized spatial median estimator is included.