weight versus sigma in AbstractLeastSquares
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Key: MATH-377
URL: https://issues.apache.org/jira/browse/MATH-377
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Reporter: Dimitri Pourbaix
Fix For: 2.2
In AbstractLeastSquares, residualsWeights contains the WEIGHTS assigned to each
observation. In the method getRMS(), these weights are multiplicative as they
should. unlike in getChiSquare() where it appears at the denominator! If the
weight is really the weight of the observation, it should multiply the square
of the residual even in the computation of the chi2.
Once corrected, getRMS() can even reduce
public double getRMS() {return Math.sqrt(getChiSquare()/rows);}
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