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A System of Subroutines For Iteratively Reweighted Least Squares Computations

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NBER1977-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w0189
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资源简介:
A description of a system of subroutines to compute solutions to the iteratively reweighted least squares problem is presented. The weights are determined from the data and linear fit and are computed as functions of the scaled residuals. Iteratively reweighted least squares is a part of robust
提供机构:
美国国家经济研究局
创建时间:
1977-07-01
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