Giovanni Azua
2012-Mar-23 14:46 UTC
[R] [slightly OT] le: will a new point shift the solution question
Hello, Is there an R function that given a linear regression solution for a data set will answer in the most efficient way whether a new data point shifts the solution or not? or whether the new solution would differ by less than some error. I need this in the context of an iterative method and such a function would spare a lot of time. The closest answer I can find to this, involves keeping track of the QR and updating it with a row append. I would like to only get a boolean answer because a 'no' answer would spare tons of flops. Many thanks in advance, Best regards, Giovanni