Author: luc
Date: Sun May 18 08:05:29 2008
New Revision: 657570
URL: http://svn.apache.org/viewvc?rev=657570&view=rev
Log:
added Mauro's patch to support multiple regression
there is still some work to do on this new feature
JIRA: MATH-203
Added:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java
(with props)
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
(with props)
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/MultipleLinearRegression.java
(with props)
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
(with props)
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegressionTest.java
(with props)
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java
(with props)
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
(with props)
Modified:
commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml
commons/proper/math/branches/MATH_2_0/src/site/xdoc/tasks.xml
Added:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java
Sun May 18 08:05:29 2008
@@ -0,0 +1,96 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+import org.apache.commons.math.linear.RealMatrix;
+import org.apache.commons.math.linear.RealMatrixImpl;
+
+/**
+ * Abstract base class for implementations of MultipleLinearRegression.
+ */
+public abstract class AbstractMultipleLinearRegression implements
+ MultipleLinearRegression {
+
+ protected RealMatrix X;
+ protected RealMatrix Y;
+
+ /**
+ * Adds y sample data.
+ *
+ * @param y the [n,1] array representing the y sample
+ */
+ protected void addYSampleData(double[] y){
+ this.Y = new RealMatrixImpl(y);
+ }
+
+ /**
+ * Adds x sample data.
+ *
+ * @param x the [n,k] array representing the x sample
+ */
+ protected void addXSampleData(double[][] x){
+ this.X = new RealMatrixImpl(x);
+ }
+
+ public double[] estimateRegressionParameters(){
+ RealMatrix b = calculateBeta();
+ return b.getColumn(0);
+ }
+
+ public double[] estimateResiduals(){
+ RealMatrix b = calculateBeta();
+ RealMatrix e = Y.subtract(X.multiply(b));
+ return e.getColumn(0);
+ }
+
+ public double[][] estimateRegressionParametersVariance() {
+ return calculateBetaVariance().getData();
+ }
+
+ public double estimateRegressandVariance() {
+ return calculateYVariance();
+ }
+
+ /**
+ * Calculates the beta of multiple linear regression in matrix notation.
+ */
+ protected abstract RealMatrix calculateBeta();
+
+ /**
+ * Calculates the beta variance of multiple linear regression in matrix
notation.
+ */
+ protected abstract RealMatrix calculateBetaVariance();
+
+ /**
+ * Calculates the Y variance of multiple linear regression.
+ */
+ protected abstract double calculateYVariance();
+
+ /**
+ * Calculates the residuals of multiple linear regression in matrix
notation.
+ * <pre>
+ * u = y - X*b
+ * </pre>
+ *
+ * @return The residuals [n,1] matrix
+ */
+ protected RealMatrix calculateResiduals() {
+ RealMatrix b = calculateBeta();
+ return Y.subtract(X.multiply(b));
+ }
+
+}
Propchange:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
Sun May 18 08:05:29 2008
@@ -0,0 +1,98 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+import org.apache.commons.math.linear.RealMatrix;
+import org.apache.commons.math.linear.RealMatrixImpl;
+
+
+/**
+ * The GLS implementation of the multiple linear regression.
+ *
+ * GLS assumes a general covariance matrix Omega of the error
+ * <pre>
+ * u ~ N(0, Omega)
+ * </pre>
+ *
+ * Estimated by GLS,
+ * <pre>
+ * b=(X' Omega^-1 X)^-1X'Omega^-1 y
+ * </pre>
+ * whose variance is
+ * <pre>
+ * Var(b)=(X' Omega^-1 X)^-1
+ * </pre>
+ */
+public class GLSMultipleLinearRegression extends
AbstractMultipleLinearRegression {
+
+ private RealMatrix Omega;
+
+
+ public void addData(double[] y, double[][] x, double[][] covariance) {
+ addYSampleData(y);
+ addXSampleData(x);
+ addCovarianceData(covariance);
+ }
+
+ /**
+ * Add the covariance data.
+ *
+ * @param omega the [n,n] array representing the covariance
+ */
+ protected void addCovarianceData(double[][] omega){
+ this.Omega = new RealMatrixImpl(omega);
+ }
+
+ /**
+ * Calculates beta by GLS.
+ * <pre>
+ * b=(X' Omega^-1 X)^-1X'Omega^-1 y
+ * </pre>
+ */
+ protected RealMatrix calculateBeta() {
+ RealMatrix OI = Omega.inverse();
+ RealMatrix XT = X.transpose();
+ RealMatrix XTOIX = XT.multiply(OI).multiply(X);
+ return XTOIX.inverse().multiply(XT).multiply(OI).multiply(Y);
+ }
+
+ /**
+ * Calculates the variance on the beta by GLS.
+ * <pre>
+ * Var(b)=(X' Omega^-1 X)^-1
+ * </pre>
+ * @return The beta variance matrix
+ */
+ protected RealMatrix calculateBetaVariance() {
+ RealMatrix XTOIX = X.transpose().multiply(Omega.inverse()).multiply(X);
+ return XTOIX.inverse();
+ }
+
+ /**
+ * Calculates the variance on the y by GLS.
+ * <pre>
+ * Var(y)=Tr(u' Omega^-1 u)/(n-k)
+ * </pre>
+ * @return The Y variance
+ */
+ protected double calculateYVariance() {
+ RealMatrix u = calculateResiduals();
+ RealMatrix sse = u.transpose().multiply(Omega.inverse()).multiply(u);
+ return sse.getTrace()/(X.getRowDimension()-X.getColumnDimension());
+ }
+
+}
Propchange:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/MultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/MultipleLinearRegression.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/MultipleLinearRegression.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/MultipleLinearRegression.java
Sun May 18 08:05:29 2008
@@ -0,0 +1,71 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+/**
+ * The multiple linear regression can be represented in matrix-notation.
+ * <pre>
+ * y=X*b+u
+ * </pre>
+ * where y is an <code>n-vector</code> <b>regressand</b>, X is a
<code>[n,k]</code> matrix whose <code>k</code> columns are called
+ * <b>regressors</b>, b is <code>k-vector</code> of <b>regression
parameters</b> and <code>u</code> is an <code>n-vector</code>
+ * of <b>error terms</b> or <b>residuals</b>.
+ *
+ * The notation is quite standard in literature,
+ * cf eg <a href="http://www.econ.queensu.ca/ETM";>Davidson and MacKinnon,
Econometrics Theory and Methods, 2004</a>.
+ */
+public interface MultipleLinearRegression {
+
+ /**
+ * Adds sample and covariance data.
+ *
+ * @param y the [n,1] array representing the y sample
+ * @param x the [n,k] array representing x sample
+ * @param covariance the [n,n] array representing the covariance matrix or
<code>null</code> if not appropriate for the
+ * specific implementation
+ */
+ void addData(double[] y, double[][] x, double[][] covariance);
+
+ /**
+ * Estimates the regression parameters b.
+ *
+ * @return The [k,1] array representing b
+ */
+ double[] estimateRegressionParameters();
+
+ /**
+ * Estimates the variance of the regression parameters, ie Var(b).
+ *
+ * @return The [k,k] array representing the variance of b
+ */
+ double[][] estimateRegressionParametersVariance();
+
+ /**
+ * Estimates the residuals, ie u = y - X*b.
+ *
+ * @return The [n,1] array representing the residuals
+ */
+ double[] estimateResiduals();
+
+ /**
+ * Returns the variance of the regressand, ie Var(y).
+ *
+ * @return The double representing the variance of y
+ */
+ double estimateRegressandVariance();
+
+}
\ No newline at end of file
Propchange:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/MultipleLinearRegression.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
Sun May 18 08:05:29 2008
@@ -0,0 +1,84 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+import org.apache.commons.math.linear.RealMatrix;
+
+
+/**
+ * The OLS implementation of the multiple linear regression.
+ *
+ * OLS assumes the covariance matrix of the error to be diagonal and with
equal variance.
+ * <pre>
+ * u ~ N(0, sigma^2*I)
+ * </pre>
+ *
+ * Estimated by OLS,
+ * <pre>
+ * b=(X'X)^-1X'y
+ * </pre>
+ * whose variance is
+ * <pre>
+ * Var(b)=MSE*(X'X)^-1, MSE=u'u/(n-k)
+ * </pre>
+ */
+public class OLSMultipleLinearRegression extends
AbstractMultipleLinearRegression {
+
+
+ public void addData(double[] y, double[][] x, double[][] covariance) {
+ addYSampleData(y);
+ addXSampleData(x);
+ }
+
+ /**
+ * Calculates beta by OLS.
+ * <pre>
+ * b=(X'X)^-1X'y
+ * </pre>
+ */
+ protected RealMatrix calculateBeta() {
+ RealMatrix XTX = X.transpose().multiply(X);
+ return XTX.inverse().multiply(X.transpose()).multiply(Y);
+ }
+
+ /**
+ * Calculates the variance on the beta by OLS.
+ * <pre>
+ * Var(b)=(X'X)^-1
+ * </pre>
+ * @return The beta variance
+ */
+ protected RealMatrix calculateBetaVariance() {
+ RealMatrix XTX = X.transpose().multiply(X);
+ return XTX.inverse();
+ }
+
+
+ /**
+ * Calculates the variance on the Y by OLS.
+ * <pre>
+ * Var(y)=Tr(u'u)/(n-k)
+ * </pre>
+ * @return The Y variance
+ */
+ protected double calculateYVariance() {
+ RealMatrix u = calculateResiduals();
+ RealMatrix sse = u.transpose().multiply(u);
+ return sse.getTrace()/(X.getRowDimension()-X.getColumnDimension());
+ }
+
+}
Propchange:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
------------------------------------------------------------------------------
svn:eol-style = native
Modified: commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml?rev=657570&r1=657569&r2=657570&view=diff
==============================================================================
--- commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml Sun May 18
08:05:29 2008
@@ -39,6 +39,9 @@
</properties>
<body>
<release version="2.0" date="TBD" description="TBD">
+ <action dev="luc" type="add" issue="MATH-203" due-to="Mauro Talevi">
+ Added Mauro's patch to support multiple regression.
+ </action>
<action dev="luc" type="update" >
Starting with version 2.0 of the library, the minimal version of the
Java
platform required to compile and use commons-math is Java 5. This
version
Modified: commons/proper/math/branches/MATH_2_0/src/site/xdoc/tasks.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/site/xdoc/tasks.xml?rev=657570&r1=657569&r2=657570&view=diff
==============================================================================
--- commons/proper/math/branches/MATH_2_0/src/site/xdoc/tasks.xml (original)
+++ commons/proper/math/branches/MATH_2_0/src/site/xdoc/tasks.xml Sun May 18
08:05:29 2008
@@ -69,7 +69,6 @@
<dd>
<ul>
<li>More inference methods</li>
- <li>Multiple regression</li>
</ul>
</dd>
<dt>Linear Algebra</dt>
Added:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegressionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegressionTest.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegressionTest.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegressionTest.java
Sun May 18 08:05:29 2008
@@ -0,0 +1,65 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+import static org.junit.Assert.assertEquals;
+import static org.junit.Assert.assertTrue;
+
+import org.junit.Before;
+import org.junit.Test;
+
+
+public abstract class AbstractMultipleLinearRegressionTest {
+
+ private MultipleLinearRegression regression;
+
+ @Before
+ public void setUp(){
+ regression = createRegression();
+ }
+
+ protected abstract MultipleLinearRegression createRegression();
+
+ protected abstract int getNumberOfRegressors();
+
+ protected abstract int getSampleSize();
+
+ @Test
+ public void canEstimateRegressionParameters(){
+ double[] beta = regression.estimateRegressionParameters();
+ assertEquals(getNumberOfRegressors(), beta.length);
+ }
+
+ @Test
+ public void canEstimateResiduals(){
+ double[] e = regression.estimateResiduals();
+ assertEquals(getSampleSize(), e.length);
+ }
+
+ @Test
+ public void canEstimateRegressionParametersVariance(){
+ double[][] variance =
regression.estimateRegressionParametersVariance();
+ assertEquals(getNumberOfRegressors(), variance.length);
+ }
+
+ @Test
+ public void canEstimateRegressandVariance(){
+ double variance = regression.estimateRegressandVariance();
+ assertTrue(variance > 0.0);
+ }
+
+}
Propchange:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegressionTest.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java
Sun May 18 08:05:29 2008
@@ -0,0 +1,61 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+import org.junit.Before;
+
+public class GLSMultipleLinearRegressionTest extends
AbstractMultipleLinearRegressionTest {
+
+ private double[] y;
+ private double[][] x;
+ private double[][] omega;
+
+ @Before
+ public void setUp(){
+ y = new double[]{11.0, 12.0, 13.0, 14.0, 15.0, 16.0};
+ x = new double[6][];
+ x[0] = new double[]{1.0, 0, 0, 0, 0, 0};
+ x[1] = new double[]{1.0, 2.0, 0, 0, 0, 0};
+ x[2] = new double[]{1.0, 0, 3.0, 0, 0, 0};
+ x[3] = new double[]{1.0, 0, 0, 4.0, 0, 0};
+ x[4] = new double[]{1.0, 0, 0, 0, 5.0, 0};
+ x[5] = new double[]{1.0, 0, 0, 0, 0, 6.0};
+ omega = new double[6][];
+ omega[0] = new double[]{1.0, 0, 0, 0, 0, 0};
+ omega[1] = new double[]{0, 2.0, 0, 0, 0, 0};
+ omega[2] = new double[]{0, 0, 3.0, 0, 0, 0};
+ omega[3] = new double[]{0, 0, 0, 4.0, 0, 0};
+ omega[4] = new double[]{0, 0, 0, 0, 5.0, 0};
+ omega[5] = new double[]{0, 0, 0, 0, 0, 6.0};
+ super.setUp();
+ }
+
+ protected MultipleLinearRegression createRegression() {
+ MultipleLinearRegression regression = new
GLSMultipleLinearRegression();
+ regression.addData(y, x, omega);
+ return regression;
+ }
+
+ protected int getNumberOfRegressors() {
+ return x[0].length;
+ }
+
+ protected int getSampleSize() {
+ return y.length;
+ }
+
+}
Propchange:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java
------------------------------------------------------------------------------
svn:eol-style = native
Added:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java?rev=657570&view=auto
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
(added)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
Sun May 18 08:05:29 2008
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.stat.regression;
+
+import org.junit.Before;
+
+public class OLSMultipleLinearRegressionTest extends
AbstractMultipleLinearRegressionTest {
+
+ private double[] y;
+ private double[][] x;
+
+ @Before
+ public void setUp(){
+ y = new double[]{11.0, 12.0, 13.0, 14.0, 15.0, 16.0};
+ x = new double[6][];
+ x[0] = new double[]{1.0, 0, 0, 0, 0, 0};
+ x[1] = new double[]{1.0, 2.0, 0, 0, 0, 0};
+ x[2] = new double[]{1.0, 0, 3.0, 0, 0, 0};
+ x[3] = new double[]{1.0, 0, 0, 4.0, 0, 0};
+ x[4] = new double[]{1.0, 0, 0, 0, 5.0, 0};
+ x[5] = new double[]{1.0, 0, 0, 0, 0, 6.0};
+ super.setUp();
+ }
+
+ protected MultipleLinearRegression createRegression() {
+ MultipleLinearRegression regression = new
OLSMultipleLinearRegression();
+ regression.addData(y, x, null);
+ return regression;
+ }
+
+ protected int getNumberOfRegressors() {
+ return x[0].length;
+ }
+
+ protected int getSampleSize() {
+ return y.length;
+ }
+
+}
Propchange:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/stat/regression/OLSMultipleLinearRegressionTest.java
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