diagL1

Diagnostics for linear L1 regression (also known as LAD - Least Absolute Deviations), including: estimation, confidence intervals, tests of hypotheses, measures of leverage, methods of diagnostics for L1 regression, special diagnostics graphs and measures of leverage. The algorithms are based in Dielman (2005) doi:10.1080/0094965042000223680, Elian et al. (2000) doi:10.1080/03610920008832518 and Dodge (1997) doi:10.1006/jmva.1997.1666. This package builds on the 'quantreg' package, which is a well-established package for tuning quantile regression models. There are also tests to verify if the errors have a Laplace distribution based on the work of Puig and Stephens (2000) doi:10.2307/1270952.