commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Gilles (JIRA)" <>
Subject [jira] [Updated] (MATH-784) Javadoc of AbstractLeastSquaresOptimizer.guessParametersErrors() is too vague
Date Fri, 04 May 2012 12:50:55 GMT


Gilles updated MATH-784:

    Attachment: OUT.100

The "OUT.10" and "OUT.100" are the output of the first unit test in ""
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:
>             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:, OUT.10, OUT.100,,,,
> This bug report follows a recent discussion available [here|].
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|]
are to be used.

This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators:!default.jspa
For more information on JIRA, see:


View raw message