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https://issues.apache.org/jira/browse/MATH-784?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated MATH-784:
------------------------
Attachment: OUT.100
OUT.10
The "OUT.10" and "OUT.100" are the output of the first unit test in
"AbstractLeastSquaresOptimizerTestValidation.java" for 10 and 100 observations
respectively.
The Monte-Carlo (on the observations) confirms that "sigma" (from the
covariance matrix) better approximates the standard deviation (of the parameter
distribution generated by the Monte-Carlo).
> Javadoc of AbstractLeastSquaresOptimizer.guessParametersErrors() is too vague
> -----------------------------------------------------------------------------
>
> Key: MATH-784
> URL: https://issues.apache.org/jira/browse/MATH-784
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Sébastien Brisard
> Assignee: Sébastien Brisard
> Labels: javadoc, optimization
> Fix For: 3.1
>
> Attachments: AbstractLeastSquaresOptimizerTestValidation.java,
> OUT.10, OUT.100, RandomStraightLinePointGenerator.java,
> StraightLineProblem.java, SyntheticData.java, SyntheticDataLinear.java
>
>
> This bug report follows a recent discussion available
> [here|http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E].
> It is now recognized that the values returned by {{guessParametersErrors()}}
> are in fact known as (asymptotic) standard errors. The javadoc should be made
> more explicit. Besides, the values returned by this method should be tested.
> The reference datasets from [NIST|http://www.itl.nist.gov/div898/strd/] are
> to be used.
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