My google search for Plackett's Algorithm didn't return too much except that Plackett's algorithm appears to be useful in Control Theory - it is elaborated as "Plackett's algorithm for on-line recursive least squares estimation". Sounds something like what I want.
I am looking at developing a user modelling type app (new data points coming in and wanting to dynamically update regression co-efficients for each user) which could be viewed as a type of control problem. Regards, Paul ----- Original Message ----- From: "Rolf Turner" <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Monday, September 22, 2003 3:36 PM Subject: Re: [R] Updating a linear model > > As Thomas Lumley just said, there's nothing implemented in R. The > updating procedure is well-known and worked out; it is (in my > experience) referred to as ``Plackett's Algorithm''. > > The reference I have to hand for this --- should you wish to roll > your own --- is: > > Rao, C. Radhakrishna, Linear Statistical Inference and Its > Applications, John Wiley \& Sons, New York, 1968, page 29, > Exercise 2.8 > > There are --- almost surely --- better references, but I don't > know them. > cheers, > > Rolf Turner > [EMAIL PROTECTED] > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
