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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w0189 |
来源ID | Working Paper 0189 |
A System of Subroutines For Iteratively Reweighted Least Squares Computations | |
David E. Coleman; Paul W. Holland; Neil Kaden; Virginia Klema | |
发表日期 | 1977-07-01 |
出版年 | 1977 |
语种 | 英语 |
摘要 | 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 statistics where "robustness" means relative insensitivity to moderate departures from assumptions. The software for iteratively reweighted least squares is cast as semi-portable Fortran code whose performance is unaffected (in the sense that performance will not be degraded) by the computer or operating-system environment in which it is used. An [ell sub1] start and an [ell sub2] start are provided. Eight weight functions, a numerical rank determination, convergence criterion, and a stem-and-leaf display are included. |
URL | https://www.nber.org/papers/w0189 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557381 |
推荐引用方式 GB/T 7714 | David E. Coleman,Paul W. Holland,Neil Kaden,et al. A System of Subroutines For Iteratively Reweighted Least Squares Computations. 1977. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w0189.pdf(531KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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