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From Greg Sterijevski <gsterijev...@gmail.com>
Subject [math] Pivoting in QR decomposition
Date Thu, 21 Jul 2011 04:27:12 GMT
Hello,

In attempting to build constrained ols into the OLSMultipleLinearRegression
class, I rediscovered the fact that to keep the regression coefficients in
their canonical order, I need to know how the QR decomposition pivoted. In
other words, while I get the correct constrained parameters, their order is
changed. Is there any way to get this info out (pivot order)?

Thanks,

-Greg

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