[
https://issues.apache.org/jira/browse/MATH-377?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Luc Maisonobe closed MATH-377.
------------------------------
Closing issue as it was included in version 2.2, which has been released
> weight versus sigma in AbstractLeastSquares
> -------------------------------------------
>
> 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
> Assignee: Dimitri Pourbaix
> Fix For: 2.2
>
> Attachments: Math377fix.diff
>
> Original Estimate: 1m
> Remaining Estimate: 1m
>
> 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);}
--
This message is automatically generated by JIRA.
For more information on JIRA, see: http://www.atlassian.com/software/jira
