Installation
About
Methods for fast rolling and expanding linear regression models. That is, series of linear regression models estimated on either an expanding window of data or a moving window of data. The methods use rank-one updates and downdates of the upper triangular matrix from a QR decomposition (see Dongarra, Moler, Bunch, and Stewart (1979) doi:10.1137/1.9781611971811).
Key Metrics
Downloads
Yesterday | 0 |
Last 7 days | 22 +5% |
Last 30 days | 83 -21% |
Last 90 days | 285 -21% |
Last 365 days | 2.596 -63% |