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From Phil Steitz <>
Subject Re: [math] Logistic, Probit regerssion and Tolerance checks
Date Sat, 08 Sep 2012 16:06:44 GMT
On 9/8/12 8:43 AM, marios michaelidis wrote:
> Hi Giles, 
> Per your questions, everything is done, so I just uploaded the class in a txt format.
You may run it too and tell me how it performs.
> The only thing I am not certain is in which package it should go. My proposal is to go
with correlations as it checks multi-colinearity.
> If I got everything in the format you want and generally everything is right (which I
rarely manage with the first try!), I will start uploading other works.
> Regards
> Marios

As noted on the JIRA, I think this should go in regression, as it is
really a regression diagnostic.  At first, I thought about just
adding it to the OLS multiple regression class, but given that it
may be used by multiple regression classes, I agreee it is better to
keep it separate.  Per Gilles' comments below, in order to get this
committed, we need unit tests and clean checkstyle results.   Feel
free to ask here or privately if you need help getting your code
integrated into the [math] build or getting the static analysis
checks to run (checkstyle, findbugs).

>> Date: Sat, 8 Sep 2012 11:59:10 +0200
>> From:
>> To:
>> Subject: Re: [math] Logistic, Probit regerssion and Tolerance checks
>> On Sat, Sep 08, 2012 at 10:50:29AM +0300, marios michaelidis wrote:
>>> Hi everyone,
>>> I will start with the tolerance and Vif checks, because it is smaller and I want
to get familiar with the system. I have created a relevant ticket labelled as "
>>> I would like to include a VIF and TOLERANCE check for a 2 dimensional double
array, vey commonly used by major packages to determine variables that cause multi-colinearity
issues and should be excluded from the models"
>>> Shall I just upload the class?
>> If you think that all design issues are clear, and you are ready to adapt
>> your code for inclusion to Commons Math (or have done so already), then yes,
>> you could just attach your proposed code to the issue on the bug-tracking
>> system.
>> If you want to discuss design issues (such as how to best adapt your code),
>> it is better to ask specific questions on this ML.
>>> What else do I need to do?
>> It depends on where you are in the process...
>> Did you already check out the CM source code?
>> Did you include your contribution in your working copy of CM?
>> Does it follow the style used in CM (API and formatting)?
>> Does it compile?
>> Did you write unit tests that cover all functionalities?
>> Do they pass?
>> Best regards,
>> Gilles
>>> Regards
>>> Marios
>>>> From:
>>>> Date: Fri, 7 Sep 2012 16:09:34 -0700
>>>> Subject: Re: [math] Logistic, Probit regerssion and Tolerance checks
>>>> To:
>>>> On Fri, Sep 7, 2012 at 4:06 PM, Phil Steitz <>
>>>>> On 9/7/12 3:28 PM, Ted Dunning wrote:
>>>>>>> Patches welcome!
>>>>>> Would normally love to, but I can't do more than kibitz based on
>>>>>> implementations I have done.
>>>>> OK, lets start with what Marios has and see where we can take it.
>>>> Cool.
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