cheb (version 0.3)

cheb-package: Discrete Linear Chebyshev Approximation

Description

R Interface to the CHEB code by Barrodale and Philips for Discrete Linear Chebyshev Approximation. Computes the Chebyshev solution to an overdetermined system of linear equations.

Details

Package:

cheb

Type:

Package

Version:

0.2

Date:

2008-02-19

License:

GPL-3

The package contains a single function chebR, which takes as its arguments a matrix of predictors and a vector of outcomes.

References

I. Barrodale and C. Philips. Algorithm 495 – Solutions of an Overdetermined System of Linear Equations in the Chebyshev Norm. ACM Transactions on Mathematical Software, 1:264–270, 1975.

Examples

a<-matrix(rnorm(20),10,2)
b<-rnorm(10)
chebR(a,b)