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From "Dimitri Pourbaix (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-377) weight versus sigma in AbstractLeastSquares
Date Thu, 24 Jun 2010 14:51:50 GMT

     [ https://issues.apache.org/jira/browse/MATH-377?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Dimitri Pourbaix updated MATH-377:
----------------------------------

    Attachment: Math377fix.diff

Patch to correct issue MATH-377.  The change in getChiSquare let to a tiny update in one of
Levenberg-Marquardt unit tests.

> weight versus sigma in AbstractLeastSquares
> -------------------------------------------
>
>                 Key: MATH-377
>                 URL: https://issues.apache.org/jira/browse/MATH-377
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>            Reporter: Dimitri Pourbaix
>            Assignee: Dimitri Pourbaix
>             Fix For: 2.2
>
>         Attachments: Math377fix.diff
>
>   Original Estimate: 0.02h
>  Remaining Estimate: 0.02h
>
> In AbstractLeastSquares, residualsWeights contains the WEIGHTS assigned to each observation.
 In the method getRMS(), these weights are multiplicative as they should. unlike in getChiSquare()
where it appears at the denominator!   If the weight is really the weight of the observation,
it should multiply the square of the residual even in the computation of the chi2.
>  Once corrected, getRMS() can even reduce
>  public double getRMS() {return Math.sqrt(getChiSquare()/rows);}

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