SourcePro
:
Business Analysis Module User’s Guide
:
Using the Classes
:
Parameter Calculation Classes
:
Calculation Methods for Linear Regression
: RWLeastSqQRPvtCalc
RWLeastSqQRPvtCalc
Class
RWLeastSqQRPvtCalc
uses essentially the same QR method described in
RWLeastSqQRCalc
, except that the QR decomposition is formed using pivoting.
Pros:
Calculation succeeds for regression matrices of less than full rank. However, calculations fail if the regression matrix contains a column of all 0s.
Cons:
Slower than the straight QR technique described in
RWLeastSqQRCalc.
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