Revision cba29dfbf1a823f21f866437ee96e8a2735c1708 authored by Roger Koenker on 13 February 2016, 00:52:06 UTC, committed by cran-robot on 13 February 2016, 00:52:06 UTC
1 parent a137ab8
rls.f
subroutine rls(n,p,x,y,b,a,ax)
integer n,p
double precision x(p,n),y(n),b(p,n),a(p,p),ax(p)
double precision zero,one,mone,f,r,ddot
parameter( one = 1.d0)
parameter( mone = -1.d0)
parameter( zero = 0.d0)
do 23000 i = (p+1),n
call dgemv('N',p,p,one,a,p,x(1,i),1,zero,ax,1)
f = one + ddot(p,x(1,i),1,ax,1)
r = (y(i)-ddot(p,x(1,i),1,b(1,i-1),1))/f
call daxpy(p,one,b(1,i-1),1,b(1,i),1)
call daxpy(p,r,ax,1,b(1,i),1)
call dger(p,p,mone/f,ax,1,ax,1,a,p)
23000 continue
return
end
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