Mathematical Algorithms for Linear Regression [n ed.] 0126564604, 9780126564600

This volume presents an overview of numerical methods for linear regression, including FORTRAN subroutines. Linear regre

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English Pages 272 [335] Year 1992

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Mathematical Algorithms for Linear Regression [n ed.]
 0126564604, 9780126564600

Table of contents :
Content: Linear L
regression
robust regression (ROBUST)
ridge regression (RRL2, RRL1, RRL1)
linear L
regression with linear constraints
linear L
regression with non-negative parameters
orthogonal linear L
regression
final remarks
list of subroutines
examples.

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