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[Help-gsl] Incremental Least Squares Fitting


From: António Alegria
Subject: [Help-gsl] Incremental Least Squares Fitting
Date: Mon, 7 Apr 2008 14:07:09 +0100

Hi,

I'm considering using the GSL for least squares fitting to represent a
continuously updated time series. Instead of saving each new (x,f(x)) and
running the regression over all collected data, I would like to
incrementally update the model with the most recent reading. Is this
possible with GSL?

Thanks!


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