kadane Algorithm

Joseph" Jay" birth Kadane (birth in Trento on January 10, 1941) is the Leonard J. Savage University Professor of statistics, Emeritus in the Department of statistics and Social and Decision Sciences at Carnegie Mellon University. Kadane served as department head from 1972-1981 and steered the department to a balance between theoretical and applied work, advocating that statisticians should engage in joint research in substantive areas rather than acting as advisers.

kadane source code, pseudocode and analysis