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From "Mauro Talevi (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-203) Add general multiple linear regression
Date Mon, 12 May 2008 09:43:55 GMT

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

Mauro Talevi commented on MATH-203:
-----------------------------------

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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