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


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:
>             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, 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

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

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