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https://issues.apache.org/jira/browse/MATH-392?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12892352#action_12892352
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Mark Devaney commented on MATH-392:
-----------------------------------
Can't test a patch as I'm not able to build current repository version:
math/src/test/java/org/apache/commons/math/optimization/univariate/BrentOptimizerTest.java:[28,39]
cannot find symbol
symbol : class SincFunction
Implementation for both GLS/OLS:
protected double calculateYVariance() {
return new Variance().evaluate(Y);
}
> calculateYVariance in OLS/GLSMultipleLinearRegression uses residuals not Y
> vars
> -------------------------------------------------------------------------------
>
> Key: MATH-392
> URL: https://issues.apache.org/jira/browse/MATH-392
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1
> Reporter: Mark Devaney
> Priority: Minor
> Fix For: 2.2
>
>
> Implementation of OLS/GLSMultipleLinearRegression is:
> @Override
> 173 protected double calculateYVariance() {
> 174 RealVector residuals = calculateResiduals();
> 175 return residuals.dotProduct(residuals) /
> 176 (X.getRowDimension() - X.getColumnDimension());
> 177 }
> This gives variance of residuals not variance of the dependent (Y) variable
> as the documentation suggests.
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