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ridge regression added to GSL
- From: Patrick Alken <patrick dot alken at Colorado dot EDU>
- To: "gsl-discuss at sourceware dot org" <gsl-discuss at sourceware dot org>
- Date: Tue, 21 Jan 2014 11:49:14 -0700
- Subject: ridge regression added to GSL
- Authentication-results: sourceware.org; auth=none
The master branch on git now contains two new routines for ridge
(Tikhonov) regression in least-squares analysis:
gsl_multifit_linear_ridge
gsl_multifit_linear_ridge2
They are documented in a new section in the least-squares chapter in the
manual.
Patrick