>> Going back to Alan Isaac's example: >> 1) beta = (X.T*X).I * X.T * Y >> 2) beta = np.dot(np.dot(la.inv(np.dot(X.T,X)),X.T),Y)
Robert Kern wrote: > 4) beta = la.lstsq(X, Y)[0] > > I really hate that example. Remember, the example is a **teaching** example. I actually use NumPy in a Master's level math econ course (among other places). As it happens, I do get around to explaining why using an explicit inverse is a bad idea numerically, but that is entirely an aside in a course that is not concerned with numerical methods. It is concerned only with mastering a few basic math tools, and being able to implement some of them in code is largely a check on understanding and precision (and to provide basic background for future applications). Having them use lstsq is counterproductive for the material being covered, at least initially. A typical course of this type uses Excel or includes no applications at all. So please, show a little gratitude. ;-) Alan Isaac _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
