Alternating Regression Algorithm

An Alternating Regression Algorithm that is a regression algorithm that is an iterative algorithm.

• See: Principal Components Analysis, Iterative Learning Algorithm.

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References

2003

• (Croux et al., 2003) ⇒ Christopher Croux, Peter Filzmoser, Greet Pison, and Peter J. Rousseeuw. (2003). “Fitting Multiplicative Models by Robust Alternating Regressions.” In: Statistics and Computing Journal, 13(1). doi:10.1023/A:1021979409012

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