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From "Mauro Talevi (JIRA)" <j...@apache.org>
Subject [jira] Issue Comment Edited: (MATH-203) Add general multiple linear regression
Date Mon, 12 May 2008 14:52:55 GMT

    [ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12596019#action_12596019
] 

maurotalevi edited comment on MATH-203 at 5/12/08 7:51 AM:
------------------------------------------------------------

ATM invalid or insufficient data would be caught by the RealMatrix handling and thrown as
IllegalArgumentExceptions.  For sure input validation can be improved and more explicit runtime
exceptions can be thrown.  



      was (Author: maurotalevi):
    ATM, invalid or insufficient data would be caught by the RealMatrix handling and throw
IllegalArgumentExceptions.  Sure - better input validation and more explicit runtime exceptions
can be thrown.  


  
> Add general multiple linear regression 
> ---------------------------------------
>
>                 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
>
>         Attachments: multiple-linear-regression-patch.txt
>
>
> 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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