I am trying to understand what is the best package (in R or python) for lad-regression.

But the following one says "but least absolute deviation regression is median regression or quantile regression at the 50% percentile". I don't think this is true. Can anybody confirm whether LAD regression and median regression are the same or not? If they are not the same, then median regression solutions will not be relevant to my question.

Is there any library for least absolute deviation (LAD) regression with regularization terms?


I see the above function implements lad regression. But the package is deprecated and I fail to install it. Is there an alternative well-maintained package for lad-regression?

  • $\begingroup$ You ask what's best but offer no criteria (best in what sense?). To the extent that this would be a "find me a package to do x' question, is this even on topic here? ... There are multiple packages in R that do L1 regression $\endgroup$
    – Glen_b
    Aug 8, 2021 at 4:23
  • $\begingroup$ I removed the word best. At least, it should be working. I also have other questions in the post. Be constructive. $\endgroup$ Aug 8, 2021 at 4:28
  • $\begingroup$ e.g. quantreg, L1pack are both on CRAN. Not sure what the need for "be constructive" was. Asking for a clearer question and wondering if a question (or even parts of a question) is on topic are both things we should be doing as a matter of course $\endgroup$
    – Glen_b
    Aug 8, 2021 at 4:36
  • $\begingroup$ You just voted closed without letting me to feedback. That was not contructive. $\endgroup$ Aug 8, 2021 at 13:30
  • 1
    $\begingroup$ I don't follow. You got feedback (a comment). I then voted to close as unclear (which is the correct action in the circumstance; that is constructive, according to the way the system is designed to operate -- putting a question on hold prevents premature answers, until it's in a suitable state to answer). Then you addressed the issue, and I retracted the close vote. This is how it's supposed to work. $\endgroup$
    – Glen_b
    Aug 8, 2021 at 13:51


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