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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-217) OLS regression should use QR decomposition
Date Sun, 27 Jul 2008 18:54:31 GMT

    [ https://issues.apache.org/jira/browse/MATH-217?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12617324#action_12617324
] 

Phil Steitz commented on MATH-217:
----------------------------------

Changes in beta computation committed in r 680162.

Leaving open, as there is still work to do on the variance estimation.

> OLS regression should use QR decomposition
> ------------------------------------------
>
>                 Key: MATH-217
>                 URL: https://issues.apache.org/jira/browse/MATH-217
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 2.0
>            Reporter: Phil Steitz
>             Fix For: 2.0
>
>
> Inverting the normal equations to estimate OLS regression parameters does not give good
numerics.  The newly added QR decomposition implementation in commons math could be used to
improve performance and numerics.  

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