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Multidimensional interpolation and/or approximation. http://forum.alglib.net/viewtopic.php?f=2&t=420 |
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Author: | mga-mga [ Tue Aug 23, 2011 1:15 pm ] |
Post subject: | Multidimensional interpolation and/or approximation. |
Hello, 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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