Fit a multiple linear regression model using the minimax criterion. Classes : K2 . Minimax (L-infinity) approximation 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 Type : Fortran subroutine in IMSLS library. Access : Proprietary. Many implementations available. Precision: Single. Usage : CALL RLMV (NOBS, NCOL, X, LDX, INTCEP, IIND, INDIND, IRSP, B, IRANK, AEMAX, ITER, NRMISS) Details : Documentation Example Sites : (1) ITL
ITL: Unix Workstation Network, National Institute of Standards and Technology (NIST), Gaithersburg, MD. Available to NIST staff. Precision: Single. (Double: DRLMV) 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/rlmv Example : cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rlmv
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