On Wed, Apr 25, 2012 at 05:56:32PM +0200, Sébastien Brisard wrote: > 2012/4/25 Gilles Sadowski <gil...@harfang.homelinux.org>: > > On Wed, Apr 25, 2012 at 03:46:58PM +0200, Sébastien Brisard wrote: > >> Hi Gillles, > >> > > >> > Can we then agree that the current naming is not really clear? > >> > Since we are not allowed to readily remove this method, the best solution > >> > would be to update the Javadoc to make it clear what is done there, i.e. > >> > cite the full definition of ASE (together with a reference). > >> > > >> this would be the best solution in my view. I just need to find a good > >> reference where ASE is properly defined. > > > > The ones you found are good enough, I guess; just to let people know that > > they might not want to use that method. ;-) > > > Oh no, they do want to use this method. From what I gathered, it's > actually the standard way of estimating the error on the parameters. I > found two nice references > 1. http://www.itl.nist.gov/div898/strd/ (NIST is your friend -- will > implement some unit tests based on these reference cases!) > 2. http://en.wikipedia.org/wiki/Least_squares see paragraph "In a > least squares calculation with unit weights, or in linear regression, > the variance on the jth parameter"
In revision 1330801, I've added a new "CircleProblem" class (in the "test" code tree). It is largely inspired from the existing "CircleVectorial" class but I think that it might be more representative of the kind of problem people are used to when dealing with optimizers such as the Levenberg-Marquardt algorithm. Namely, whereas in "CircleVectorial" the "value" method returns the residuals, in "CircleProblem" it returns the list of "model" values, i.e. a list of (x,y) coordinates of points on the circle defined by the 3 given parameters (center coordinates and radius). That list is the "model" equivalent of the list returned by "target()" which is the set of "observed" points (created with "addPoint"). Also it explicitly introduces the errors on the coordinates of the "observed" points (see also class "RandomCirclePointGenerator"). Initially I though that those classes could be useful in setting up a unit test that would show what to expect from the "guessParametersErrors" method. But I couldn't figure out how to do it... Best, Gilles --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
