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Re: [Help-gsl] Incremental Least Squares Fitting


From: Brian Gough
Subject: Re: [Help-gsl] Incremental Least Squares Fitting
Date: Thu, 10 Apr 2008 17:05:21 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI)

At Mon, 7 Apr 2008 19:15:49 +0100,
=?UTF-8?Q?Ant=C3=B3nio_Alegria?= wrote:
> I'm considering using the GSL for least squares fitting to represent a
> continuously updated time series. Instead of saving each new (x,f(x)) and
> running the regression over all collected data, I would like to
> incrementally update the model with the most recent reading. Is this
> possible with GSL?

Currently there is nothing specifically in GSL for that (it was
mentioned in the statistics TODO file but hasn't been implemented).

-- 
Brian Gough




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