[R] Updating least squares

[David Duffy]

Paul Meagher <paul at datavore.com> wrote:
>
> I am looking at developing a user modelling type app (new data points coming
> in and wanting to dynamically update regression co-efficients for each user)
> which could be viewed as a type of control problem.
>

Alan Miller's AS274 (in C, f77 or f90) does this -- see statlib or his
home page (there are several similar routines eg AS164).  It would be
straightforward to write an R interface.

David Duffy