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https://issues.apache.org/jira/browse/MATH-408?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz resolved MATH-408.
------------------------------
Resolution: Fixed
Added a non-trivial test in r1044935. While still not really a full
verification test, it does at least verify that the GLS impl provided does
better than OLS for models with error structure conforming to its covariance
matrix.
> GLSMultipleLinearRegression has no nontrivial validation tests
> --------------------------------------------------------------
>
> Key: MATH-408
> URL: https://issues.apache.org/jira/browse/MATH-408
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0, 2.1
> Reporter: Phil Steitz
> Fix For: 2.2
>
>
> There are no non-trivial tests verifying the computations for
> GLSMultipleLinearRegression. Tests verifying computations against
> analytically determined models, R or some other reference package / datasets
> should be added to ensure that the statistics reported by this class are
> valid.
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