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## 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/1.4.2.1i |

>* 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.
-Jason
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