I have opened a JIRA issue. I would also like to add the Wampler1-4 tests into OLSMultipleRegression. Would it be okay to do this with one change? Instead of multiple ones?
On Tue, Jul 12, 2011 at 10:37 AM, Greg Sterijevski <gsterijev...@gmail.com>wrote: > I will add the tests. I do believe it is the QR decomp which is failing. > > -Greg > > > On Tue, Jul 12, 2011 at 10:31 AM, Phil Steitz <phil.ste...@gmail.com>wrote: > >> On 7/12/11 7:43 AM, Greg Sterijevski wrote: >> > I will run against R. >> > >> > Here is the official repository @ NIST for Wampler/Longley/Filippelli >> data.. >> > >> > http://www.itl.nist.gov/div898/strd/lls/lls.shtml >> > >> > If you follow the link, the ASCII data files also have the certified >> > results. >> > >> > Would you like me to add these tests to the unit test for >> > OLSMultipleLinearRegression? >> > >> That would be great. Thanks! >> >> We should also figure out why OLSLinearRegression thinks the >> Filippelli design matrix is singular. We should raise a JIRA for >> that. Could be this is a QR decomp issue. >> >> Phil >> > On Tue, Jul 12, 2011 at 12:52 AM, Phil Steitz <phil.ste...@gmail.com> >> wrote: >> > >> >> On 7/11/11 9:34 PM, Greg Sterijevski wrote: >> >>> I also ran the filipelli data through both the regression technique >> that >> >> I >> >>> am working on, and the current multiple regression package. My work in >> >>> progress gets estimates which though not great are close to the >> certified >> >>> values. OLSMultipleLinearRegression exceptions out, complaining about >> a >> >>> singular matrix. >> >> I assume the design matrix is near-singular, correct? Where did the >> >> certified values come from? If you have access to R, it would be >> >> good to compare results against R as well. There is R code in >> >> src/test/R set up to compare results against [math]. >> >>> On Mon, Jul 11, 2011 at 11:07 PM, Greg Sterijevski >> >>> <gsterijev...@gmail.com>wrote: >> >>> >> >>>> Yes, my apologies. I am a bit new to this. >> >>>> >> >>>> >> >>>> >> >>>> On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell <flame...@gmail.com >> >>> wrote: >> >>>>> I'm assuming this is Commons Math. I've added a [math] so it catches >> >>>>> the interest of those involved. >> >>>>> >> >>>>> >> >>>>> On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski >> >>>>> <gsterijev...@gmail.com> wrote: >> >>>>>> Additionally, I pass all of the Wampler beta estimates. >> >>>>>> >> >>>>>> On Mon, Jul 11, 2011 at 10:40 PM, Greg Sterijevski >> >>>>>> <gsterijev...@gmail.com>wrote: >> >>>>>> >> >>>>>>> Hello All, >> >>>>>>> >> >>>>>>> I am testing the first 'updating' ols regression algorithm. I ran >> it >> >>>>>>> through the Wampler1 data. It gets 1.0s for all of the beta >> >> estimates. >> >>>>> I >> >>>>>>> next ran the Longley dataset. I match, but with a tolerance of >> >> 1.0e-6. >> >>>>> This >> >>>>>>> is a bit less than two orders of magnitude worse than the current >> >>>>> incore >> >>>>>>> estimator( 2.0e-8). My question to the list, is how important is >> this >> >>>>> diff? >> >>>>>>> Is it worth tearing things apart to figure out where the error is >> >>>>>>> accumulating? >> >>>>>>> >> >>>>>>> Thanks, >> >>>>>>> >> >>>>>>> -Greg >> >>>>>>> >> >>>>> >> --------------------------------------------------------------------- >> >>>>> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org >> >>>>> For additional commands, e-mail: dev-h...@commons.apache.org >> >>>>> >> >>>>> >> >> >> >> --------------------------------------------------------------------- >> >> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org >> >> For additional commands, e-mail: dev-h...@commons.apache.org >> >> >> >> >> >> >> --------------------------------------------------------------------- >> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org >> For additional commands, e-mail: dev-h...@commons.apache.org >> >> >
