[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Optimisation of statistic calculations

From: Jason Stover
Subject: Re: Optimisation of statistic calculations
Date: Thu, 4 Nov 2004 14:51:05 +0000
User-agent: Mutt/

>      2. Use a generic optimization module. GSL provides one that could be
>      hooked in to PSPP.  Different statistical estimation procedures use
>      the same backend algorithms (e.g., sorting for nonparametric routines
>      and Newton-Rhapson for generalized linear models). A single optimizer,
>      or other backend routines, can eliminate a lot of redundancy.
> I briefly looked at the gsl manual, but couldn't see any mention of
> this.  Can you give me a reference to where this is documented?

I had in mind the module for multidimensional minimization. GSL
also has a module for least squares fitting and non-linear least
squares fitting. I haven't taken a thorough look at PSPP, so 
I might be off base here, but I think the multidimensional minimizer
is appropriate for most statistical optimization problems like
generalized linear models.


> J'
> -- 
> PGP Public key ID: 1024D/2DE827B3 
> fingerprint = 8797 A26D 0854 2EAB 0285  A290 8A67 719C 2DE8 27B3
> See or any PGP keyserver for public key.

> _______________________________________________
> pspp-dev mailing list
> address@hidden

SDF Public Access UNIX System -

reply via email to

[Prev in Thread] Current Thread [Next in Thread]