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iFit/least_absolute

PURPOSE

c=least_absolute(Signal, Error, Model)

SYNOPSIS

function c=least_absolute(Signal, Error, Model)

DESCRIPTION

 c=least_absolute(Signal, Error, Model)

 weighted least absolute criteria
 the return value is a vector, and most optimizers use its sum (except LM).
 |Signal-Model|/Error

 A good fit corresponds with a criteria lower or equal to 1.

 <http://en.wikipedia.org/wiki/Least_absolute_deviation>
 (c) E.Farhi, ILL. License: EUPL.

CROSS-REFERENCE INFORMATION

This function calls:

This function is called by:

least_max c=least_max(Signal, Error, Model)
least_mean c=least_mean(Signal, Error, Model)
least_median c=least_median(Signal, Error, Model)
least_square c=least_square(Signal, Error, Model)