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
Follow L1-norm-robust-regression
Other Useful Business Software
Powering the best of the internet | Fastly
Ensure your websites, applications and services can effortlessly handle the demands of your users with Fastly. Fastly’s portfolio is designed to be highly performant, personalized and secure while seamlessly scaling to support your growth.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of L1-norm-robust-regression!