July 19, 2010
6:50 p.m.
Hi All, I'm thinking about adding some functionality to lstsq because I find myself doing the same fixes over and over. List follows. 1. Add weights so data points can be weighted. 2. Use column scaling so condition numbers make more sense. 3. 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? Chuck