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IPE: Incrementally compute linear regression #134

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mpickering opened this issue Dec 7, 2020 · 0 comments
Open

IPE: Incrementally compute linear regression #134

mpickering opened this issue Dec 7, 2020 · 0 comments

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@mpickering
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At the moment the linear regression is computed by collecting all the samples, and then calling linearRegressionRSqr. OTOH, the mean and stddev are computed incrementally.

Linear regression can also be computed incrementally using the approach outlined in this paper -
https://dbs.ifi.uni-heidelberg.de/files/Team/eschubert/publications/SSDBM18-covariance-authorcopy.pdf
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