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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 16:14:30 GMT
I have opened a JIRA issue. I would also like to add the Wampler1-4 tests
into OLSMultipleRegression. Would it be okay to do this with one change?
Instead of multiple ones?

On Tue, Jul 12, 2011 at 10:37 AM, Greg Sterijevski
<gsterijevski@gmail.com>wrote:

> 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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