[R] L1 nonlinear approximation

Greg Snow Greg.Snow at imail.org
Mon Jul 7 18:42:05 CEST 2008

The lasso2 and lars packages use l1 constraints in their routines.  Depending on what you are trying to accomplish, they may do what you want, or looking at their code could give additional ideas.

Hope this helps,

Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
(801) 408-8111

> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Tine Mlac
> Sent: Thursday, July 03, 2008 2:47 PM
> To: r-help at r-project.org
> Subject: [R] L1 nonlinear approximation
> Hi!
> Does anyone knows a solver or R package for L1 nonlinear
> constrained approximation besides constrOptim or optim and
> Nelder-Mead method?
> Bye,
>    Tine
> ps.: L1 means L1-norm => sum of absolute values.
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