On Mon, Jul 19, 2010 at 6:53 PM, Joshua Holbrook <josh.holbr...@gmail.com> wrote: > On Mon, Jul 19, 2010 at 5:50 PM, Charles R Harris > <charlesr.har...@gmail.com> wrote: >> Hi All, >> >> I'm thinking about adding some functionality to lstsq because I find myself >> doing the same fixes over and over. List follows. >> >> Add weights so data points can be weighted. >> Use column scaling so condition numbers make more sense. >> Compute covariance approximation? >> >> Unfortunately, the last will require using svd since there no linear least >> squares routines in LAPACK that also compute the covariance, at least that >> google knows about. >> >> Thoughts? > > Maybe make 2 functions--one which implements 1 and 2, and another > which implements 3? I think weights is an excellent idea!
I'd like a lstsq that did less, like not calculate the sum of squared residuals. That's useful in tight loops. So I also think having two lstsq makes sense. One as basic as possible; one with bells. How does scipy's lstsq fit into all this? _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
