[SciPy-user] recursive least squares

Alan G Isaac aisaac@american....
Mon Oct 1 16:58:18 CDT 2007


Recursive least squares
http://en.wikipedia.org/wiki/Recursive_least_squares
is often used as a parameter instability diagnostic
in time series applications.

Is it available in SciPy?

Thank you,
Alan Isaac




More information about the SciPy-user mailing list