cheb-package {cheb} | R Documentation |
R Interface to the CHEB code by Barrodale and Philips for Discrete Linear Chebyshev Approximation. Computes the Chebyshev solution to an overdetermined system of linear equations.
Package: | cheb |
Type: | Package |
Version: | 0.2 |
Date: | 2008-02-19 |
License: | GPL-3 |
The package contains a single function chebR, which takes as its arguments a matrix of predictors and a vector of outcomes.
Jan de Leeuw
Maintainer: Jan de Leeuw <deleeuw@stat.ucla.edu>
I. Barrodale and C. Philips. Algorithm 495 – Solutions of an Overdetermined System of Linear Equations in the Chebyshev Norm. ACM Transactions on Mathematical Software, 1:264–270, 1975.
a<-matrix(rnorm(20),10,2) b<-rnorm(10) chebR(a,b)