Ahh yes, this way is much slicker, thanks for the example. I've updated the regression fit if anyone is interested:
http://groups.google.com/group/jbooktrader/web/RegressionSlope.java Quick coding question here, is there any reason to use a linked list instead of array list here? Probably not much of a difference, I would guess. On Aug 8, 10:17 pm, nonlinear5 <[email protected]> wrote: > > through all previous datapoints at each update. My solution was to > > subsample at a regular interval (skip parameter) while still using a > > sliding window to make sure each point was considered. So for a 20min > > window (1200 points), I would subsample at 50 or 100 and still get a > > nice estimate in a reasonable amount of time. Perhaps there is a > > better way, but I couldn't come up with it. > > There is still a loop in your implementation, which would be very slow > when run in optimizer. The LinkedList solution is much faster. Here it > is:http://code.google.com/p/jbooktrader/source/browse/trunk/source/com/j... --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
