The problem with L1-norm is that It may have more than one possible solution. And the test suite should probably take this into account. (And the test suite also needs some fixing.)
PS: It's probably why people usually prefer the L2-norm instead of L1,L3 or LN-norm.
In Test 3, input variable d is set to 3 but left out in the call to LADfit. Thus is probably an oversight.
@Are Mjaavatten: the function call in test 3 has been fixed to include all three inputs.
Get the elements of diagonal and antidiagonal for any m-by-n matrix
Square Digits Number Chain Terminal Value (Inspired by Project Euler Problem 92)
Function minimization - beat fminbnd!
Algorithmic Trading - 2 (optimize Calmar Ratio)
Algorithmic Trading - 3 (short selling and leverage)
Least Absolute Deviations (L1-norm) line fit - degree 1
Function minimization - beat fminsearch!
Find the treasures in MATLAB Central and discover how the community can help you!
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Contact your local office