Least Absolute Deviation Regression

From: <dontspam@xxxxxxxxxxx>
Date: Tue, 27 Dec 2005 17:20:35 -0600

Hi all,

I have been trying to find an algorithm for Least Absolute Deviation regression, and have been having the hardest time. I am writing the algorithm in Java. I am wondering if someone could describe the algorthm, have pseudocode, code, a Java lib/Jar, or anything useful! I tried a stat group, I figured I would try the almighty math group.

TIA if possible,
Dave

.

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