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https://issues.apache.org/jira/browse/MATH-386?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz resolved MATH-386.
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Resolution: Fixed
Sorry, I should have been clearer in my last comment above. To estimate a
model including an intercept, you need to include a column identically equal to
1 in the design matrix. This is what I meant by weakness in the documentation.
The documentation issue has been raised as MATH-407.
> R2 / Adjusted R2 for multiple linear regression
> -----------------------------------------------
>
> Key: MATH-386
> URL: https://issues.apache.org/jira/browse/MATH-386
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.1
> Reporter: Chetan Gadgil
> Fix For: 2.2
>
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> I am used to using Minitab / other stat package which also returns other
> multiplelinear regression data:
> R^2
> adjusted R^2
> Intercept (commons-math does not appear to normalize).
> Would be nice to have direct APIs for this data from MultipleLinearRegression
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