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From "Dimitri Pourbaix (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-377) weight versus sigma in AbstractLeastSquares
Date Thu, 17 Jun 2010 09:07:23 GMT
weight versus sigma in AbstractLeastSquares
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                 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
             Fix For: 2.2


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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