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From "greg sterijevski (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-615) OLSMultipleRegression seems to fail on the Filippelli Data
Date Wed, 20 Jul 2011 02:46:57 GMT

     [ https://issues.apache.org/jira/browse/MATH-615?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

greg sterijevski updated MATH-615:
----------------------------------

    Attachment: filippelli2

The situation is not as dire as I first thought. The original test I uploaded had a bug which
resulted in a singular matrix, correctly. This current test still fails, but the failure occurs
with a tolerance of 1.0e-5 for the parameters. 

> OLSMultipleRegression seems to fail on the Filippelli Data
> ----------------------------------------------------------
>
>                 Key: MATH-615
>                 URL: https://issues.apache.org/jira/browse/MATH-615
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>         Environment: Java
>            Reporter: greg sterijevski
>              Labels: Filippelli, NIST, OLSMutlipleRegression, QR, data
>         Attachments: filippelli2, tstdiff
>
>
> Running the Filipelli data results in an exception being thrown by OLSMutlipleRegression.
The exception states that the matrix is singular. 
> http://www.itl.nist.gov/div898/strd/lls/data/Filip.shtml
> I have added the data to the OLSMutlipleRegressionTest file. 
> Unless I screwed something up in the passing of the data, it looks like the QR decomposition
is failing.

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