Multidimensional interpolation and/or approximation.
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Author:  mga-mga [ Tue Aug 23, 2011 1:15 pm ]
Post subject:  Multidimensional interpolation and/or approximation.


Trying to find some API for my regression models researches, I finally run into your great library.

I need to use multidimensional (up to 100 parameters) regression models, best fitting a given experimental set. The question is: is ALGLIB even capable of handling multidimensional linear models (e.g. polinoms of 100 parameters)? I only found methods like polynomialfit(), which, as I can see, can only be used for 2-dimensional data (1 parameter + 1 target value). Are there other methods for finding multidimensional models as appropriate?

The other question is: is there an implementation of GMDH (Group Method of Data Handling) in ALGLIB? I tried to find something in documentation, but without any success.

WBR, Andy

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