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?

• 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 Aug 8, 2021 at 4:36