[R] [slightly OT] le: will a new point shift the solution question

Giovanni Azua bravegag at gmail.com
Fri Mar 23 15:46:44 CET 2012


Is there an R function that given a linear regression solution for a data set will answer in the most efficient way whether a new data point shifts the solution or not? or whether the new solution would differ by less than some error.

I need this in the context of an iterative method and such a function would spare a lot of time. 

The closest answer I can find to this, involves keeping track of the QR and updating it with a row append. I would like to only get a boolean answer because a 'no' answer would spare tons of flops.

Many thanks in advance,
Best regards,

More information about the R-help mailing list