1962/12/01 by William Marshall McKeeman, W. M. McKeeman · 5 citations
Computer Science · #Numerical Methods and Algorithms
paper · pdf · doi:10.1145/355580.369102
comment trireg is a multiple regression procedure which develops and inverts only the upper triangular portion of a correlation matrix of order n. The i,jth (i =< j) matrix element is r(ci+j) where the c's are cram numbers (ref. Algorithm 67, J. Caffey, Comm. ACM 4, July 1961). dep < n dependent variables are regressed simultaneously. Read (u) is an input procedure for single elements. The input consists of nob observations on n variables. The first dep variables are considered dependent and the remaining n -dep are considered independent variables. Independent variables are dropped