Updating least squares

Code written by other authors or from other sources (e.g., academic journals) may be subject to other restrictions.The 2nd edition of my book on this subject was published by CRC Press (Chapman & Hall) in April 2002 (ISBN 1-58488-171-2). David Smith from the Medical College of Georgia, USA, has notified me of certain missing references. As I can no longer access my ozemail web site, I shall make the latest versions of my subsets software available here.For linear regression, but when the regression coefficients must be positive or zero, there is the Lawson & Hanson non-negative least-squares routine nnls.f90. Quadruple precision gives about twice as many accurate digits as double precision and is much faster than MP. I have been asked to provide a link to the copyright policy of the ACM.I am indebted to Keith Briggs (previouly at University of Cambridge) for access to his package in C for quadruple precision which helped improve the algorithm for calculating exponentials. Xk) X1, X2, ..., Xk is a set of k predictors, and b0, b1, b2, ..., bk is a set of coefficients to be fitted. Loosely paraphrased, this allows use, and modification, of the TOMS algorithms for most non-commercial purposes.

All code written by Alan Miller is released into the public domain.There is a newer package for double-double precision and quad-double precision (about 64 decimal digits accuracy) in C , which has a Fortran front-end, at Click here. It also emphasizes that the ACM accepts no responsibility for the accuracy of the code.Back to top I have received several requests for Fortran code to perform logistic regression, that is to fit: p = F/(1 F) where p = the probability that a case is in one of two categories F = exp(b0 b1. I have updated some of the Transactions on Mathematical Software (TOMS) algorithms to Fortran 90.In general, the RLS can be used to solve any problem that can be solved by adaptive filters. The benefit of the RLS algorithm is that there is no need to invert matrices, thereby saving computational power.Another advantage is that it provides intuition behind such results as the Kalman filter.

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