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24.1 Linear Programming | ||
24.2 Quadratic Programming | ||
24.3 Nonlinear Programming | ||
24.4 Linear Least Squares |
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Each row of y and x is an observation and each column a variable. The return values beta, v, and r are defined as follows.
Each row of y and x is an observation and each column a variable.
The return values beta, sigma, and r are defined as follows.
beta = pinv (x) *
y
, where pinv (x)
denotes the pseudoinverse of
x.
sigma = (y-x*beta)' * (y-x*beta) / (t-rank(x)) |
r = y - x *
beta
.
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