Re: regression.q

[Jason Stover]

On Thu, Apr 12, 2012 at 07:43:54PM +0000, John Darrington wrote:
> There are a couple of open bugs agains regression.
> 
> I think it'll be easier to maintain this code if we move away from the
> .q format.  Hence, I'm proposing the attached .c as a drop in 
> replacement.   Most of it I just copied from the existing .q
> 
> Comments?

I know I have been silent for a while, 'sorry. Busy.

I scanned the file and it looks OK to me.

My main comment is that, given the bugs and the fact that glm.c is now
working, it may be worth dropping linreg.c sometime in the future and
instead using the same approach as glm.c: Compute a covariance matrix,
then call code in sweep.c directly, and add support for gsl's
least-squares module.  (The former uses the sweep operator, the latter
uses QR decomposition, both of which are supported in the other
software.)  I think such an approach would make REGRESSION easier to
maintain, and get rid of the clunkier linreg.c.