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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 updated MATH-386:
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Comment: was deleted
(was: 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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