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QuestionWhat kind of checksum can this be? Pin
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QuestionLinear Regression Most Efficient algorithm calc Line of Best Fit Pin
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AnswerRe: Linear Regression Most Efficient algorithm calc Line of Best Fit PinPopular
Peter_in_27804-Sep-12 20:17
professionalPeter_in_27804-Sep-12 20:17 
A decent implementation of linear fitting by LSQ should run in O(n) time and O(1) space.
One pass over the data, accumulating sum(x), sum(y), sum(x*x) and sum(x*y) then crunch those four (and n) to get the answer.
If you're just doing a simple linear fit, DON'T get sucked into all the matrix stuff. Waaaaay overkill.

Cheers,
Peter

[edit]forgot sum(y)[/edit]
Software rusts. Simon Stephenson, ca 1994. So does this signature. me, 2012


modified 5-Sep-12 2:43am.

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