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iously
2009 Jun 07
1
One rather theoretical question about fitting algorithm
...sion coeficients using
about 10k observations. Once I have coefficients estimated, new 100
rows of data becomes available.... Now I need to reestimate
coeficients using 100 newly arrived observations and removing 100
oldest observations.
So, my question is would it be possible to somehow reuse pre iusly
calculated coeficients and only adjust them cor newly arrived data? I
know it would have to be some aproximation but I suppose it will be
good enough.
I dont mind doing this in straight C because of of speed perative.
Actualy this will have to be cAlculated in a fraction of second.
Any ideas wou...