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.
Filter AC, pass DC
Replicate elements in vectors
Algorithmic Trading - 4 (two thresholds)
Function minimization - beat fminbnd!
Function minimization - beat fminsearch!
Algorithmic Trading - 2 (optimize Calmar Ratio)
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