.NET Opensource

Hello

I'm looking for a non-linear multiple regression statistics model...

From svn I see that it's not available by now... 

 do you have any good news about it for the future ?

 
Kind Regards!
 

Hi Lorenz,

Although there are plans for various regression algorithms, and someone even offered to contribute some code in this area some time ago (years actually; I haven't heard from him since): Unfortunately not, at least not for the near future. I just don't have the time at the moment...

On the other hand, I'm working on another project that's somewhat related to this topic where I might need this functionality myself soon, but I can't guarantee anything right now.

Actually, the problem is not linear versus non-linear; it's convex vs non-convex. There is quite an excellent book on the subject freely available at

http://www.stanford.edu/~boyd/cvxbook/

I might implement a generic convex optimization algorithm for Math.NET (yet, I have no schedule for that at this point).

Best regards,
Joannes Vermorel

http://www.lokad.com
 

I am curious to know if there has been any progress on a implementation of multiple linear regression within the library. I have created my own using Math.NET for one of my projects, however I am not convinced that it is the best solution (ie bugs/performace). So if the functionality exists in the library I would rather stick with it.

Keep up the good work,

Chris