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diagL1 (version 1.0.0)

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

Description

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) , Elian et al. (2000) and Dodge (1997) . 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) .

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Version

Install

install.packages('diagL1')

Monthly Downloads

189

Version

1.0.0

License

GPL (>= 2)

Maintainer

Kevin Rodrigues

Last Published

January 30th, 2024

Functions in diagL1 (1.0.0)

class_to_rq

Change object class from "regL1" to "rq"
summary.regL1

Summary methods for L1 Regression
plot.forwardSearch_regL1

Forward Search in Linear L1 Models
print.summary.regL1

Print Linear L1 Regression Summary Object
qlaplace

Quantile function (inverse of the CDF) of the Laplace distribution
likelihoodCD

Calculate Conditional Likelihood Displacement
rlaplace

Function to generate random values from the Laplace distribution
summary.forwardSearch_regL1

Summarizing Fit of Forward Search in Linear L1 Regression
print.regL1

Print an regL1 object
print.summary.forwardSearch_regL1

Print Forward Search in Linear L1 Model Summary Object
print.forwardSearch_regL1

Print an forwardSearch_regL1 object
regL1

Fitting Linear L1 Models
regL1_het

Fitting Heteroscedastic Linear L1 Models
LF_test

Lack of Fit Tests for Linear L1 Models
PIF

Predictive Influence Function
bile

Bile Data
boot.regL1

Bootstrapping Linear L1 Models
CookDistance

Calculate Cook Distance
boot_het.regL1

Bootstrapping Linear L1 Models
FD

F Distance
SAE

Function to calculate SAE
HV_test

Homogeneity of Variance Tests for Linear L1 Models
class_to_regL1

Change object class from "rq" to "regL1"
likelihoodD

Calculate Likelihood Displacement
lambda_ros

Function to calculate robust lambda estimator
laplace.dist.test

Wrapper for the 'laplace.test' function from the 'lawstat' package
plaplace

Cumulative distribution function (CDF) of the Laplace distribution
lambda_mle

Function to estimate lambda via MLE
dlaplace

Probability density function (PDF) of the Laplace distribution
forwardSearch_regL1

Forward Search in Linear L1 Models
Fire

Fire Data