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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-203) Add general multiple linear regression
Date Sun, 11 May 2008 15:39:56 GMT

    [ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12595917#action_12595917
] 

Luc Maisonobe commented on MATH-203:
------------------------------------

I finally found some time to review this patch.

The only thing that really bother me is the lack of error handling. The calculateBeta method
could fail if the data is insufficient (say no data at all, or less data than problem dimension,
or duplicated data leading to too few independent points).

Concerning JDK 1.5, I'll start a specific thread on the dev list to talk about this.

> 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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