Spatial median regression
Spatial median regression with Euclidean data.
spatmed.reg(y, x, tol = 1e-07)
y |
A matrix with the response variable. |
x |
The predictor variable(s), they have to be continuous. |
tol |
The threshold upon which to stop the iterations of the Newton-Rapshon algorithm. |
The objective function is the minimization of the sum of the absolute residuals. It is the multivariate generalisation of the median regression.
A list including:
iters |
The number of iterations that were required. |
be |
The beta coefficients. |
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr>
Biman Chakraborty (2003) On multivariate quantile regression. Journal of Statistical Planning and Inference http://www.stat.nus.edu.sg/export/sites/dsap/research/documents/tr01_2000.pdf
## Not run: x <- as.matrix(iris[, 3:4]) y <- as.matrix(iris[, 1:2]) mod1 <- spatmed.reg(y, x) ## End(Not run)
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