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GaussFit - a system for least squares and robust estimation. (English) Zbl 0658.65150
GaussFit is a new computer program for solving least squares and robust estimation problems. GaussFit is written in C computer language and especially designed to make it easy to specify complex reduction models. GaussFit uses orthogonal transformations (Householder transformations) instead of normal equations to solve the mean squares problems. A special feature of GaussFit is that it manipulates actually complex structures containing the value of an expression plus all of the relevant partial derivatives which are calculated by means of analytic formulas and not by numerical differentiation. GaussFit provides robust estimation.
Reviewer: G.Jumarie
MSC:
65C99 Probabilistic methods, stochastic differential equations
62J05 Linear regression; mixed models
65G50 Roundoff error
Software:
GaussFit
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