Repository: mahout Updated Branches: refs/heads/asf-site 7d5d398da -> be7bef00c
replace \( and \) with 21745 in regression dir Project: http://git-wip-us.apache.org/repos/asf/mahout/repo Commit: http://git-wip-us.apache.org/repos/asf/mahout/commit/be7bef00 Tree: http://git-wip-us.apache.org/repos/asf/mahout/tree/be7bef00 Diff: http://git-wip-us.apache.org/repos/asf/mahout/diff/be7bef00 Branch: refs/heads/asf-site Commit: be7bef00c25bea1fb2ce30b532ec09968802043d Parents: 7d5d398 Author: Andrew Palumbo <[email protected]> Authored: Sun Dec 24 14:05:16 2017 -0800 Committer: Andrew Palumbo <[email protected]> Committed: Sun Dec 24 14:05:16 2017 -0800 ---------------------------------------------------------------------- docs/latest/algorithms/regression/ols.html | 4 ++-- .../regression/serial-correlation/cochrane-orcutt.html | 12 ++++++------ .../regression/serial-correlation/dw-test.html | 8 ++++---- 3 files changed, 12 insertions(+), 12 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/mahout/blob/be7bef00/docs/latest/algorithms/regression/ols.html ---------------------------------------------------------------------- diff --git a/docs/latest/algorithms/regression/ols.html b/docs/latest/algorithms/regression/ols.html index 2bf9c6f..241062d 100644 --- a/docs/latest/algorithms/regression/ols.html +++ b/docs/latest/algorithms/regression/ols.html @@ -191,12 +191,12 @@ This is in stark contrast to many âbig data machine learningâ frameworks whi </tr> <tr> <td><code>'calcStandardErrors</code></td> - <td>Calculate the standard errors (and subsequent "t-scores" and "p-values") of the \(\boldsymbol{\beta}\) estimates</td> + <td>Calculate the standard errors (and subsequent "t-scores" and "p-values") of the \(\boldsymbol{\beta}$$ estimates</td> <td><code>true</code></td> </tr> <tr> <td><code>'addIntercept</code></td> - <td>Add an intercept to \(\mathbf{X}\)</td> + <td>Add an intercept to \(\mathbf{X}$$</td> <td><code>true</code></td> </tr> </table> http://git-wip-us.apache.org/repos/asf/mahout/blob/be7bef00/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html ---------------------------------------------------------------------- diff --git a/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html b/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html index bc6278b..3547b50 100644 --- a/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html +++ b/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html @@ -217,7 +217,7 @@ coch = cochrane.orcutt(my_lm) <p>Steps:</p> <ol> <li>Normal Regression</li> - <li>Estimate <foo>\(\rho\)</foo></li> + <li>Estimate <foo>$$\rho$$</foo></li> <li>Get Estimates of Transformed Equation</li> <li>Step 5: Use Betas from (4) to recalculate model from (1)</li> <li>Step 6: repeat Step 2 through 5 until a stopping criteria is met. Some models call for convergence- @@ -229,13 +229,13 @@ Kunter et. al reccomend 3 iterations, if you donât achieve desired results, us <ol> <li>âCochrane-Orcutt does not always work properly. A major reason is that when the error terms - are positively autocorrelated, the estimate <foo>\(r\)</foo> in (12.22) tends to underestimate the autocorrelation - parameter <foo>\(\rho\)</foo>. When this bias is serious, it can significantly reduce the effectiveness of the + are positively autocorrelated, the estimate <foo>$$r$$</foo> in (12.22) tends to underestimate the autocorrelation + parameter <foo>$$\rho$$</foo>. When this bias is serious, it can significantly reduce the effectiveness of the Cochrane-Orcutt approach.</li> - <li>âThere exists an approximate relation between the <a href="dw-test.html">Durbin Watson test statistic</a> <foo>\(\mathbf{D}\)</foo> in (12.14) - and the estimated autocorrelation paramater <foo>\(r\)</foo> in (12.22):</li> + <li>âThere exists an approximate relation between the <a href="dw-test.html">Durbin Watson test statistic</a> <foo>$$\mathbf{D}$$</foo> in (12.14) + and the estimated autocorrelation paramater <foo>$$r$$</foo> in (12.22):</li> </ol> -<center>\(D ~= 2(1-\rho)\)</center> +<center>$$D ~= 2(1-\rho)$$</center> <p>They also note on p492: â⦠If the process does not terminate after one or two iterations, a different procedure http://git-wip-us.apache.org/repos/asf/mahout/blob/be7bef00/docs/latest/algorithms/regression/serial-correlation/dw-test.html ---------------------------------------------------------------------- diff --git a/docs/latest/algorithms/regression/serial-correlation/dw-test.html b/docs/latest/algorithms/regression/serial-correlation/dw-test.html index 0d064af..4c29515 100644 --- a/docs/latest/algorithms/regression/serial-correlation/dw-test.html +++ b/docs/latest/algorithms/regression/serial-correlation/dw-test.html @@ -168,19 +168,19 @@ <h3 id="about">About</h3> <p>The <a href="https://en.wikipedia.org/wiki/Durbin%E2%80%93Watson_statistic";>Durbin Watson Test</a> is a test for serial correlation -in error terms. The Durbin Watson test statistic <foo>\(d\)</foo> can take values between 0 and 4, and in general</p> +in error terms. The Durbin Watson test statistic <foo>$$d$$</foo> can take values between 0 and 4, and in general</p> <ul> <li> - <foo>\(d \lt 1.5 \)</foo> + <foo>$$d \lt 1.5 $$</foo> <p>implies positive autocorrelation</p> </li> <li> - <foo>\(d \gt 2.5 \)</foo> + <foo>$$d \gt 2.5 $$</foo> <p>implies negative autocorrelation</p> </li> <li> - <foo>\(1.5 \lt d \lt 2.5 \)</foo> + <foo>$$1.5 \lt d \lt 2.5 $$</foo> <p>implies to autocorrelation.</p> </li> </ul>
