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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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