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OrdinaryLSUpdate Method (Vector, Double)

Update OLS parameters according new observations. It is useful for estimation on sliding window.

Namespace:  FinMath.LeastSquares
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public void Update(
	Vector additionalRegressors,
	double additionalRegressand
)

Parameters

additionalRegressors
Type: FinMath.LinearAlgebraVector
Additional regressors value vector.
additionalRegressand
Type: SystemDouble
Additonal regressand value.
See Also