OLS regression should use QR decomposition
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Key: MATH-217
URL: https://issues.apache.org/jira/browse/MATH-217
Project: Commons Math
Issue Type: Improvement
Reporter: Phil Steitz
Inverting the normal equations to estimate OLS regression parameters does not
give good numerics. The newly added QR decomposition implementation in commons
math could be used to improve performance and numerics.
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