Multiple regression: Difference between revisions
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m (→{{header|R}}: use QR instead of the normal equations) |
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than the method above, is to solve the linear system directly |
than the method above, is to solve the linear system directly |
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and use the crossprod function: |
and use the crossprod function: |
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<lang R>solve( |
<lang R>solve(crossprod(X), crossprod(X, Y))</lang> |
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A numerically more stable way is to use the QR decomposition of the design matrix: |
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<lang R>qr.coef(qr(X), y)</lang> |
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=={{header|Racket}}== |
=={{header|Racket}}== |
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