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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Tue, 12 Jul 2011 04:32:10 GMT
Can you point at code?

On Mon, Jul 11, 2011 at 9:07 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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