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Re: fast computation on LinearRegresion and Standard Error



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At 7:03 PM -0500 11/16/02, Leslie Walko wrote:

>Anyone out there know of a really really fast Linear Reg.
>Value algorithm coded in EL?

Here is a very fast implementation as a function.

It uses a "finite impulse response" (FIR) filter algorithm
and is very much faster than the Omega implementation.

Bob Fulks

Attachment: Description: "LinRegTg.ELA"

Attachment: Description: "%LinRegTg.ELA"