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来源类型Working Paper
规范类型报告
DOI10.3386/w0189
来源IDWorking 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.
URLhttps://www.nber.org/papers/w0189
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/557381
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David E. Coleman,Paul W. Holland,Neil Kaden,et al. A System of Subroutines For Iteratively Reweighted Least Squares Computations. 1977.
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