I friend of mine is looking for a C/C++ math
library with robust Stepwise Linear Regression (SLR)
I pointed him to the Boost site, but he couldn't
find what he was looking for there... I was
wondering if Boost does indeed have support for this, or does anyone know of a
good math package with stepwise linear regression?
I looked at Numerical Recipes in C/C++, but they
don't seem to support SLR either...
BTW, he's developing on a Sun platform, and would
prefer finding an open-source library like Numerical Recipes, or perhaps a
package that's ported for Solaris...
Thanks in advance!