VBA-Expressions v3.0.1
One step higher!
Improvements
- Added
MLR
function for multiple linear regression over models with k regressors/predictors variables. The function supports two-way predictors interactions and named predictors. - Added
CHOLESKY
function for decomposition of positive definite nxn matrices. - Added
CHOLSOLVE
function for solving systems of linear equations by Cholesky decomposition. - Added
CHOLINVERSE
function for computing inverse of matrices using the Cholesky decomposition. - Added more unit tests.
- Removed unused code
- Improved
ToDblArray
method. - Improved
FIT
function. Internally it now works with multiple linear regressions for polynomial fitting. - Improved
MSUM
function.
Bug fixes
- Fixed bug preventing
MMULT
function from evaluating correctly when multiplying a 2D by 1D matrix. - Fixed bug causing an anomalous splitting within the lists expressed as a literal string.
This release use ideas from:
(c) Douglas C. Montgomery and George C. Runger [Applied Statistics and Probability for Engineers]
(c) William H. Press [Numerical recipes in C: the art of scientific computing]