lsquares

> >>  2) Are there routines to calculate r^2, covariance matrix, standard
> >>  error estimates ?
> >>     
> >
> > r^2 you can obtain from lsquares_residual_mse.
> >
> > There aren't any built-in functions for the covariance matrix or
> > standard error estimates.
> > I 'll put those on my to-do list (should be straightforward).


Functions var, std or cov in package descriptive can be of some help
here. Also, for normality or mean tests of the residuals
(lsquares_residual), check functions test_normality and test_mean
defined in package stats.

links to on-line documentation:

http://maxima.sourceforge.net/docs/manual/en/maxima_45.html
http://maxima.sourceforge.net/docs/manual/en/maxima_73.html