Mathematical algorithms for linear regression

書誌事項

Mathematical algorithms for linear regression

Helmuth Späth

(Computer science and scientific computing)

Academic Press, c1992

タイトル別名

Mathematische Software zur linearen Regression

この図書・雑誌をさがす
注記

Translation of: Mathematische Software zur linearen Regression

Includes bibliographical references and index

内容説明・目次

内容説明

This volume presents an overview of numerical methods for linear regression, including FORTRAN subroutines. Linear regression has useful applications in business, statistics and engineering and this work covers all three important cases where p=1,2 and infinity.

目次

  • 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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