> The formulas that you cite look correct mathematically, but > unfortunately not the best numerically. The reference in the post above > describes a better computational approach. Patches to support QR > decomposition of real matrices so we can implement that algorithm or > other numerically sound multiple regression approaches would be appreciated. > > Phil
not to sound too dumb, but does anyone have a good reference on what this QR decomposition actually is? I'd love to look at it. By the way, i've written some tests for my own RealMatrix-based implementation of multiple linear regression, and the numerics aren't too bad at all as far as i could tell (first differences appearing around the 12th digit after the decimal point or so). that is, without a more comprehensive test. Do you guys maybe have a requirement for how accurate an algorithm must be to be acceptable? --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
