commons-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From luc <...@spaceroots.org>
Subject Re: [Math] Question about "AbstractLeastSquaresOptimizer" code
Date Mon, 23 Apr 2012 15:06:02 GMT
On Mon, 23 Apr 2012 16:03:07 +0200, Gilles Sadowski wrote:
> On Wed, Apr 18, 2012 at 07:23:04PM +0200, Luc Maisonobe wrote:
>> Le 18/04/2012 14:21, Gilles Sadowski a écrit :
>> > Hi.
>> >
>> > In "AbstractLeastSquaresOptimizer" (package 
>> "optimization.general"), the
>> > method "guessParametersErrors" is defined as:
>> > ---CUT---
>> >     public double[] guessParametersErrors() {
>> >         if (rows <= cols) {
>> >             throw new
>> > NumberIsTooSmallException(LocalizedFormats.NO_DEGREES_OF_FREEDOM,
>> >                                                 rows, cols, 
>> false);
>> >         }
>> >         double[] errors = new double[cols];
>> >         final double c = FastMath.sqrt(getChiSquare() / (rows -
>> > cols)); // <--- HERE
>> >         double[][] covar = getCovariances();
>> >         for (int i = 0; i < errors.length; ++i) {
>> >             errors[i] = FastMath.sqrt(covar[i][i]) * c;
>> >         }
>> >         return errors;
>> >     }
>> > ---CUT---
>> >
>> > In the above, could someone point me to a reference that would 
>> explain the
>> > line marked "HERE" (i.e. the usage of "c" to compute the error
>> > estimation)?
>>
>> I have tracked the changes back to issue MATH-176
>
> Thanks.
> Looking at this patch, in the method in question, there is:
> ---CUT---
> errors[i] = Math.sqrt(covar[i][i]) * c);
> ---CUT---
>
> This looks like it couldn't have been compiled as is; maybe an 
> indication
> the original patch was not tested by the contributor.
>
> Does anyone object to the estimated error be defined as
>
>   errors[i] = FastMath.sqrt(covar[i][i]);
>
> ?

OK from me.

Luc

>
>
> Best regards,
> Gilles
>
>> (<https://issues.apache.org/jira/browse/MATH-176>).
>> I don't know the theory underlying the patch that was provided.
>>
>> Luc
>>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org


---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org


Mime
View raw message