Repository: mahout Updated Branches: refs/heads/master d848625df -> 4e0106ae5
MAHOUT-1926 Fix p value calc closes apache/mahout#288 Project: http://git-wip-us.apache.org/repos/asf/mahout/repo Commit: http://git-wip-us.apache.org/repos/asf/mahout/commit/4e0106ae Tree: http://git-wip-us.apache.org/repos/asf/mahout/tree/4e0106ae Diff: http://git-wip-us.apache.org/repos/asf/mahout/diff/4e0106ae Branch: refs/heads/master Commit: 4e0106ae5edafbef7b1411d66bc5f9e9bf44045a Parents: d848625 Author: rawkintrevo <[email protected]> Authored: Sun Feb 26 22:56:54 2017 -0600 Committer: rawkintrevo <[email protected]> Committed: Sun Feb 26 22:56:54 2017 -0600 ---------------------------------------------------------------------- .../mahout/math/algorithms/regression/LinearRegressorModel.scala | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/mahout/blob/4e0106ae/math-scala/src/main/scala/org/apache/mahout/math/algorithms/regression/LinearRegressorModel.scala ---------------------------------------------------------------------- diff --git a/math-scala/src/main/scala/org/apache/mahout/math/algorithms/regression/LinearRegressorModel.scala b/math-scala/src/main/scala/org/apache/mahout/math/algorithms/regression/LinearRegressorModel.scala index 2583795..84f50ed 100644 --- a/math-scala/src/main/scala/org/apache/mahout/math/algorithms/regression/LinearRegressorModel.scala +++ b/math-scala/src/main/scala/org/apache/mahout/math/algorithms/regression/LinearRegressorModel.scala @@ -71,7 +71,7 @@ trait LinearRegressorFitter[K] extends RegressorFitter[K] { val se = varCovarMatrix.viewDiagonal.assign(SQRT) val tScore = model.beta / se val tDist = new org.apache.commons.math3.distribution.TDistribution(n-k) - val pval = dvec(tScore.toArray.map(t => 2 * (1.0 - tDist.cumulativeProbability(t)) )) + val pval = dvec(tScore.toArray.map(t => 2 * (1.0 - tDist.cumulativeProbability(Math.abs(t))) )) // ^^ TODO bug in this calculation- fix and add test //degreesFreedom = k
