An algorithm and Fortran program for multivariate LAD (\(\ell_1\) of \(\ell_2\)) regression (Q1614976)
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scientific article; zbMATH DE number 1798914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm and Fortran program for multivariate LAD (\(\ell_1\) of \(\ell_2\)) regression |
scientific article; zbMATH DE number 1798914 |
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An algorithm and Fortran program for multivariate LAD (\(\ell_1\) of \(\ell_2\)) regression (English)
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10 September 2002
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A FORTRAN package is presented for multivariate least sum of absolute deviations (LAD) regression with respect to the \(\ell_1\) of \(\ell_2\) norm, and this regression method is compared with \(\ell_2\) of \(\ell_2\) regression and \(\ell_1\) of \(\ell_1\) regression. Applications of the algorithm include multivariate permutation analyses of experimental designs and prediction models which are based on Euclidean distance.
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multivariate LAD regression
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