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[Help-gsl] Question about Multi-fit linear regression

From: Julian Winter
Subject: [Help-gsl] Question about Multi-fit linear regression
Date: Mon, 10 Sep 2007 09:29:47 -0400


I am currently using GSL to perform regression for forecasting,
specifically, multi-variate linear regression.  I have tried using the
gsl_multifit_linear function, and I am happy with its outputs, however,
since it employs singular value decomposition (SVD), it has the limitation
that M >= N.  Are there any other functions in GSL that can perform similar
regression without limiting the number of columns that can be input?

Or, is there any other software besides GSL that could do this?

Thanks in advance,

Julian Winter
GDA Corp.
200 Innovation Blvd., Suite 234
State College, PA 16803
814-237-4060 (tel)
814-689-3375 (fax)


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