Mathematical algorithms for linear regression

Bibliographic Information

Mathematical algorithms for linear regression

Helmuth Späth

(Computer science and scientific computing)

Academic Press, c1992

Other Title

Mathematische Software zur linearen Regression

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Note

Translation of: Mathematische Software zur linearen Regression

Includes bibliographical references and index

Description and Table of Contents

Description

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.

Table of Contents

  • 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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