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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-784) Javadoc of AbstractLeastSquaresOptimizer.guessParametersErrors() is too vague
Date Fri, 04 May 2012 12:50:55 GMT

     [ https://issues.apache.org/jira/browse/MATH-784?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles updated MATH-784:
------------------------

    Attachment: OUT.100
                OUT.10

The "OUT.10" and "OUT.100" are the output of the first unit test in "AbstractLeastSquaresOptimizerTestValidation.java"
for 10 and 100 observations respectively.
The Monte-Carlo (on the observations) confirms that "sigma" (from the covariance matrix) better
approximates the standard deviation (of the parameter distribution generated by the Monte-Carlo).
                
> Javadoc of AbstractLeastSquaresOptimizer.guessParametersErrors() is too vague
> -----------------------------------------------------------------------------
>
>                 Key: MATH-784
>                 URL: https://issues.apache.org/jira/browse/MATH-784
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: S├ębastien Brisard
>            Assignee: S├ębastien Brisard
>              Labels: javadoc, optimization
>             Fix For: 3.1
>
>         Attachments: AbstractLeastSquaresOptimizerTestValidation.java, OUT.10, OUT.100,
RandomStraightLinePointGenerator.java, StraightLineProblem.java, SyntheticData.java, SyntheticDataLinear.java
>
>
> This bug report follows a recent discussion available [here|http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E].
It is now recognized that the values returned by {{guessParametersErrors()}} are in fact known
as (asymptotic) standard errors. The javadoc should be made more explicit. Besides, the values
returned by this method should be tested. The reference datasets from [NIST|http://www.itl.nist.gov/div898/strd/]
are to be used.

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