commons-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 19 Jul 2011 23:13:24 GMT
I think Luc was suggesting implementing the algorithm in extended precision.


-Greg

On Tue, Jul 19, 2011 at 4:55 PM, Phil Steitz <phil.steitz@gmail.com> wrote:

> On 7/18/11 6:31 PM, Greg Sterijevski wrote:
> > All,
> >
> > I have pushed the implementation of the Miller Regression technique,
> along
> > with some tests. I am sure that there are a lot of sharp corners to file
> > down and improve. However, I thought it would be prudent to get it out
> and
> > then we can further refine the code.
>
> Thanks!  I just committed the code, with just minor cleanup.  I am
> reviewing the article as we speak to verify implementation.  Others
> are encouraged to join in here.   We need to complete the javadoc
> and decide on exceptions as we stabilize the API here.
> >
> > On accuracy:
> >
> > I seem to match all of the digits of longley and wampler data. Filippelli
> I
> > have a very hard time matching except to a tolerance of 1.0e-5. If you
> look
> > at LIMDEP's website:
> >
> >
> http://www.limdep.com/features/capabilities/accuracy/linear_regression_3.php
> >
> > I think that the code I am checking in does a bit better. I am happy
> about
> > that. However, there are some other issues with Filippelli. Namely, one
> can
> > affect the 'accuracy' of your results depending on how you present the
> data.
> > For example, if I generate the high order polynomial naively, x1 = x0 *
> x0,
> > x2  = x0 * x1, ..., x10 = x0 * x9, then I can hit the numbers within
> 1.0e-5.
> > If, however, I generate the Filipelli regressors by multiplying numbers
> > whose magnitudes are similar:
> >                             x1 = x0 * x0;
> >                             x2 = x0 * x1;
> >                             x3 = x0 * x2;
> >                             x4 = x2 * x2;
> >                             x5 = x2 *x3;
> >                             x6 = x3 * x3;
> > Then I have a very hard time making that 1.0e-5 tolerance.
> >
> > Does anyone know if there is some article which explains the proper way
> to
> > set up Filippelli's test?
>
> Have not seen anything on this.
> >
> >
> > Speaking to Luc's point, maybe the correct thing to do is to move to
> > arbitrary precision. I wanted to avoid this until I was at a deadend.
> > Perhaps the time is now....
>
> To generate the x values, yes that would probably be best.
>
>
> Phil
>
> >
> > On tests:
> >
> > I intend to push 3-4 tests soon. There are 17 tests in the first suite I
> > sent in.
> >
> > -Greg
> >
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org
>
>

Mime
  • Unnamed multipart/alternative (inline, None, 0 bytes)
View raw message