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This software provides a Fortran95 implemented routine to call and obtain the L1-norm regression coefficients.
The "standard" linear regression minimizes the squared error. (L2-norm-regression). It allows for a simple solution process, hence its popularity.
But it is not robust to outlier points.
L1-norm regression is robust with respect to outliers but the solution algorithm is more difficult. It minimizes the sum of absolute deviations.
Features
- Modern Fortran95 interface
- easy to call
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