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https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Mauro Talevi updated MATH-203:
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Attachment: multiple-linear-regression-patch.txt
Attaching initial patch for multiple linear regression, based on MATH_2_0
branch.
Note that the code relies on JDK 1.5 and as such the pom.xml has been updated
to use compiler source/target=1.5 and junit 4.4.
The code could be refactored down to JDK 1.4 although I think the 2.0 branch is
an excellent opportunity to upgrade to use JDK 1.5 features such as
annotations/generics/etc ...
> Add general multiple linear regression
> ---------------------------------------
>
> Key: MATH-203
> URL: https://issues.apache.org/jira/browse/MATH-203
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Mauro Talevi
> Fix For: 2.0
>
> Attachments: multiple-linear-regression-patch.txt
>
>
> Multiple regression is a fundamental element of several mathematical and
> statistical projects, among them econometrics one. A general linear
> multiple regression is contained in the JET Regression component at
> http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider
> community if it was part of commons-math.
> The regression component has no external dependency outside of commons-math.
> Code for OLS and GLS multiple linear regression can be checked out from
> https://svn.codehaus.org/jet/trunk/jet-regression.
> If this is of interest, I'll re-package the code to live in
> org.apache.commons.math.stat.regression.
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