Re: Optimisation of statistic calculations

[Jason Stover]

>      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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