Re: How to minimize the absolute sum in curve fitting?

From: Joel Bondurant (jbondurant_at_systat.com)
Date: 07/15/04


Date: 15 Jul 2004 09:44:29 -0700

Here is a page that discusses your problem:

http://www.systat.com/products/TableCurve2D/help/?sec=1218

Best regards,
Joel Bondurant

kd20128@yahoo.com (Kedi) wrote in message news:<38640413.0407141859.7665fe16@posting.google.com>...
> Hi,
>
> I was using simple linear regression to fit some data to a straight
> line on the X-Y plane, but the results are not satisfactory because of
> some big outliers. It seems that trying to minimize the sum of the
> absolute deviations will be a lot more useful in this case.
>
> I vaguely remember that most of these non-linear minimization/curve
> fitting problems have no closed form solutions and require iterations
> to approach the answer ......
>
> Can someone point me to an algorithm that is easy to implement? It
> will be even better if that algorithm converges fast.
>
>
> A big THANK YOU in advance!
>
>
> Best Regards.
>
> K



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