Module DRLAV in IMSLS

• IMSLS Information

• Components
  • Documentation from ITL
  • Example from ITL

DRLAV

 
Fit a multiple linear regression model using the least absolute values criterion.
 
Classes  :  L8a2 . Simple linear L-p regression for p different from 2 (e.g.,
                 least absolute value, minimax)
            L8c3 . Multiple linear L-p regression for p different from 2
            K3 .   Least absolute value (L-1) approximation
 
Type     : Fortran subroutine in IMSLS library.
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DRLAV (NOBS, NCOL, X, LDX, INTCEP, IIND, INDIND, IRSP, B, IRANK,
           SAE, ITER, NRMISS)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of DRLAV from IMSLS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double. (Single: RLAV)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/drlav
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/drlav