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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-857) Include a VIF and TOLERANCE check for a 2 dimensional double array, to determine variables that cause multi-colinearity issues and should be excluded from the models
Date Sun, 09 Sep 2012 15:51:07 GMT

    [ https://issues.apache.org/jira/browse/MATH-857?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13451615#comment-13451615
] 

Phil Steitz commented on MATH-857:
----------------------------------

Have a look at the "Contributing" section of the developers guide here
http://commons.apache.org/math/developers.html

That should help you get started.  Basically, we currently use Subversion as our source control
system and we collaboratively develop the code by looking at "diffs" against the source code
in the repository.  Diff files are text files that show what is different between what a contributor
has in his or her local checkout of the code and what has been committed to the repository.
 After reviewing the link above, you should

0) check out the "trunk" (https://svn.apache.org/repos/asf/commons/proper/math/trunk)
1) add your new classes to the source tree locally
2) run "svn add" with the names of the new files to get them added to your local checkout
3) run "mvn clean test" from the root of the checkout (where "trunk/" is).  Verify no failures.
4) run "mvn -DskipTests site" again from trunk root.  After downloading a large number of
dependent jars this will eventually produce a version of the commons math web site in /target/site
(relative to the root of the checkout).  Navigate to the checkstyle reports and see what it
may be complaining about.  Similarly for findbugs.
5) Once tests in 3) and static checks in 4) look good, run "svn diff > multicollinearity.patch"
from the root of the checkout.  That will produce a diff file with the name on the right.
 Upload that file here.

To get maximum help from Eclipse in formatting, you can use:
http://people.apache.org/~luc/Apache-commons.xml

Don't hesitate to ask if you have more questions.  One day you will get to answer these questions
for someone else :)

                
> Include a VIF and TOLERANCE check for a 2 dimensional double array, to determine variables
that cause multi-colinearity issues and should be excluded from the models
> ---------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-857
>                 URL: https://issues.apache.org/jira/browse/MATH-857
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.0
>         Environment: can apply to all operating systems
>            Reporter: Marios Michaelidis
>            Priority: Minor
>              Labels: build, test
>             Fix For: 3.1
>
>         Attachments: FOR TOLERANCE.rar, Multicolinearity.java
>
>   Original Estimate: 48h
>  Remaining Estimate: 48h
>
> Multicollinearity is a statistical phenomenon in which two or more predictor variables
in any multiple regression model are highly correlated. Tolerance and VIF are checks that
allows to avoid optimization failes due to "inability to converge". Most of the times, the
major packages (SAS, SPSS etc), have a check prior to running the model and they exclude variables
that might cause these kind of problems. It is quite a useful tool to be in common maths.

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