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From "Mauro Talevi (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-203) Add general multiple linear regression
Date Sun, 27 Apr 2008 22:56:55 GMT
Add general multiple linear regression 
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                 Key: MATH-203
                 URL: https://issues.apache.org/jira/browse/MATH-203
             Project: Commons Math
          Issue Type: New Feature
            Reporter: Mauro Talevi
             Fix For: 2.0


Multiple regression is a fundamental element of several mathematical and statistical projects,
among them econometrics one.   A general linear multiple regression is contained in the JET
Regression component at http://jet.codehaus.org/javadoc/jet-regression, but it could benefit
a wider community if it was part of commons-math. 

The regression component has no external dependency outside of commons-math.

Code for OLS and GLS multiple linear regression can be checked out from https://svn.codehaus.org/jet/trunk/jet-regression.


If this is of interest, I'll re-package the code to live in org.apache.commons.math.stat.regression.



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