[
https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12595917#action_12595917
]
Luc Maisonobe commented on MATH-203:
------------------------------------
I finally found some time to review this patch.
The only thing that really bother me is the lack of error handling. The
calculateBeta method could fail if the data is insufficient (say no data at
all, or less data than problem dimension, or duplicated data leading to too few
independent points).
Concerning JDK 1.5, I'll start a specific thread on the dev list to talk about
this.
> 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.
--
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.
