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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 15:37:55 GMT
I will add the tests. I do believe it is the QR decomp which is failing.

-Greg

On Tue, Jul 12, 2011 at 10:31 AM, Phil Steitz <phil.steitz@gmail.com> wrote:

> On 7/12/11 7:43 AM, Greg Sterijevski wrote:
> > I will run against R.
> >
> > Here is the official repository @ NIST for Wampler/Longley/Filippelli
> data..
> >
> > http://www.itl.nist.gov/div898/strd/lls/lls.shtml
> >
> > If you follow the link, the ASCII data files also have the certified
> > results.
> >
> > Would you like me to add these tests to the unit test for
> > OLSMultipleLinearRegression?
> >
> That would be great.  Thanks!
>
> We should also figure out why OLSLinearRegression thinks the
> Filippelli design matrix is singular.   We should raise a JIRA for
> that.  Could be this is a QR decomp issue.
>
> Phil
> > On Tue, Jul 12, 2011 at 12:52 AM, Phil Steitz <phil.steitz@gmail.com>
> wrote:
> >
> >> On 7/11/11 9:34 PM, Greg Sterijevski wrote:
> >>> I also ran the filipelli data through both the regression technique
> that
> >> I
> >>> am working on, and the current multiple regression package. My work in
> >>> progress gets estimates which though not great are close to the
> certified
> >>> values. OLSMultipleLinearRegression exceptions out, complaining about a
> >>> singular matrix.
> >> I assume the design matrix is near-singular, correct?  Where did the
> >> certified values come from?  If you have access to R, it would be
> >> good to compare results against R as well.  There is R code in
> >> src/test/R set up to compare results against [math].
> >>> On Mon, Jul 11, 2011 at 11:07 PM, Greg Sterijevski
> >>> <gsterijevski@gmail.com>wrote:
> >>>
> >>>> Yes, my apologies. I am a bit new to this.
> >>>>
> >>>>
> >>>>
> >>>> On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell <flamefew@gmail.com
> >>> wrote:
> >>>>> I'm assuming this is Commons Math. I've added a [math] so it catches
> >>>>> the interest of those involved.
> >>>>>
> >>>>>
> >>>>> On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski
> >>>>> <gsterijevski@gmail.com> wrote:
> >>>>>> Additionally, I pass all of the Wampler beta estimates.
> >>>>>>
> >>>>>> On Mon, Jul 11, 2011 at 10:40 PM, Greg Sterijevski
> >>>>>> <gsterijevski@gmail.com>wrote:
> >>>>>>
> >>>>>>> Hello All,
> >>>>>>>
> >>>>>>> I am testing the first 'updating' ols regression algorithm.
I ran
> it
> >>>>>>> through the Wampler1 data. It gets 1.0s for all of the beta
> >> estimates.
> >>>>> I
> >>>>>>> next ran the Longley dataset. I match, but with a tolerance
of
> >> 1.0e-6.
> >>>>> This
> >>>>>>> is a bit less than two orders of magnitude worse than the
current
> >>>>> incore
> >>>>>>> estimator( 2.0e-8). My question to the list, is how important
is
> this
> >>>>> diff?
> >>>>>>> Is it worth tearing things apart to figure out where the
error is
> >>>>>>> accumulating?
> >>>>>>>
> >>>>>>> Thanks,
> >>>>>>>
> >>>>>>> -Greg
> >>>>>>>
> >>>>> ---------------------------------------------------------------------
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> >>>>>
> >>>>>
> >>
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> >>
> >>
>
>
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>

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