I think Luc was suggesting implementing the algorithm in extended precision.
-Greg On Tue, Jul 19, 2011 at 4:55 PM, Phil Steitz <phil.ste...@gmail.com> wrote: > On 7/18/11 6:31 PM, Greg Sterijevski wrote: > > All, > > > > I have pushed the implementation of the Miller Regression technique, > along > > with some tests. I am sure that there are a lot of sharp corners to file > > down and improve. However, I thought it would be prudent to get it out > and > > then we can further refine the code. > > Thanks! I just committed the code, with just minor cleanup. I am > reviewing the article as we speak to verify implementation. Others > are encouraged to join in here. We need to complete the javadoc > and decide on exceptions as we stabilize the API here. > > > > On accuracy: > > > > I seem to match all of the digits of longley and wampler data. Filippelli > I > > have a very hard time matching except to a tolerance of 1.0e-5. If you > look > > at LIMDEP's website: > > > > > http://www.limdep.com/features/capabilities/accuracy/linear_regression_3.php > > > > I think that the code I am checking in does a bit better. I am happy > about > > that. However, there are some other issues with Filippelli. Namely, one > can > > affect the 'accuracy' of your results depending on how you present the > data. > > For example, if I generate the high order polynomial naively, x1 = x0 * > x0, > > x2 = x0 * x1, ..., x10 = x0 * x9, then I can hit the numbers within > 1.0e-5. > > If, however, I generate the Filipelli regressors by multiplying numbers > > whose magnitudes are similar: > > x1 = x0 * x0; > > x2 = x0 * x1; > > x3 = x0 * x2; > > x4 = x2 * x2; > > x5 = x2 *x3; > > x6 = x3 * x3; > > Then I have a very hard time making that 1.0e-5 tolerance. > > > > Does anyone know if there is some article which explains the proper way > to > > set up Filippelli's test? > > Have not seen anything on this. > > > > > > Speaking to Luc's point, maybe the correct thing to do is to move to > > arbitrary precision. I wanted to avoid this until I was at a deadend. > > Perhaps the time is now.... > > To generate the x values, yes that would probably be best. > > > Phil > > > > > On tests: > > > > I intend to push 3-4 tests soon. There are 17 tests in the first suite I > > sent in. > > > > -Greg > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
