On Sunday, May 22, 2016 at 8:37:43 PM UTC-7, Andreas Noack wrote: > > I don't think that linreg has received much attention over the years. Most > often it is almost as simple to use \. It you take a look at linreg then > I'd suggest that you try to write in terms of cov and var and return a > tuple instead of an Array. That will speed up the computation already now > and with an unallocating cov, I see 20x speed up over linreg for n=10000 > and Float64 element on 0.4. > > I have made a PR that just does the trivial change outlined with some extra tests. But I will look into what you describe. Really I see the only benefit of the current function is saving the [ones(x) x] call ;) (as well as making the intention of the code more transparent).
Gabriel
