Home > brede > brede_mat_lad_est.m

brede_mat_lad_est

PURPOSE ^

brede_mat_lad_est - Least absolute deviation estimation

SYNOPSIS ^

function B = brede_mat_lad_est(X, Y, varargin)

DESCRIPTION ^

 brede_mat_lad_est    - Least absolute deviation estimation

       B = brede_mat_lad_est(X, Y)

       Input:  X    Independent variable
               Y    Dependent variable

       Output: B    Regression coefficient
 
       Least absolute deviation (LAD) estimation of the regression
       coefficient:   

         minimize(B) f(X,Y,B) = | xB - Y | 

       Only minimization for univariate X is implemented.

       Reference:
         Otto Karst, Linear Curve Fitting Using Least Deviations,
         Journal of the American Statistical Association, 53:118+, 1958 

       See also BREDE, BREDE_MAT, BREDE_MAT_GLM_EST, BREDE_MAT_NLS_EST.

 $Id: brede_mat_lad_est.m,v 1.2 2008/06/05 09:54:50 fn Exp $

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
Generated on Fri 27-Nov-2009 18:11:22 by m2html © 2005