Hi Eric,
as Elena's mentor, I can try to shed some light on this question.
IRLS, as used in GLM fitting, does require a matrix, but it's always
diagonal. See, for example, https://bwlewis.github.io/GLM/ , section
"Algorithm IRLS". The motivation for this pull request is exactly this
-- implement a
Hi Elena,
Thanks for this intriguing idea. As far as I ever knew IRLS requires a
matrix. Can you provide me with a citation where I can read about this
vector-based approach?
Thanks,
Eric
On Thu, May 23, 2019, 06:44 Елена Картышева wrote:
> Hello.
>
> I would like to propose a pull request im
component, please post insights here as well:
https://issues.apache.org/jira/browse/STATISTICS-8
GitHub Repo: https://github.com/apache/commons-statistics
Thank you for your post,
Cheers,
-Ben Nguyen
From: Елена Картышева
Sent: Thursday, May 23, 2019 8:44 AM
To: dev
Subject: [statistics] Pull request for
Hello.
I would like to propose a pull request implementing an option to use variance
vector instead of covariance matrix. It allows users to avoid unnecessary
memory usage and excessive computation in case of uncorrelated but
heteroscedastic errors thus making it possible to work with huge inpu
I would like to propose a pull request implementing an option to use
variance vector instead of covariance matrix. It allows users to avoid
unnecessary memory usage and excessive computation in case of uncorrelated
but heteroscedastic errors thus making it possible to work with huge input
matrices.
