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23.1 Quadratic Programming 23.2 Nonlinear Programming 23.3 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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