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https://issues.apache.org/jira/browse/MATH-857?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13451425#comment-13451425
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Phil Steitz commented on MATH-857:
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In general, we don't like to add @author tags or to embed individual copyright
notices in the code. Are you OK removing the copyright notice from the source
file? If we end up committing something based on this, we will include you in
our contributors file.
It would also make it a little easier on us in reviewing and applying your
contributions if you could create them using "svn diff" against a checkout of
the current source code. Also, as noted on the mailing list, running the
checkstyle checks and fixing the formatting problems will speed things up.
You can also delete obsolete attachments from this ticket so we don't get
confused about what the most recent patch is.
Thanks!
> Include a VIF and TOLERANCE check for a 2 dimensional double array, to
> determine variables that cause multi-colinearity issues and should be
> excluded from the models
> ---------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-857
> URL: https://issues.apache.org/jira/browse/MATH-857
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.0
> Environment: can apply to all operating systems
> Reporter: Marios Michaelidis
> Priority: Minor
> Labels: build, test
> Fix For: 3.1
>
> Attachments: FOR TOLERANCE.rar, Multicolinearity.java,
> VIF_Tolerance.txt
>
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> Multicollinearity is a statistical phenomenon in which two or more predictor
> variables in any multiple regression model are highly correlated. Tolerance
> and VIF are checks that allows to avoid optimization failes due to "inability
> to converge". Most of the times, the major packages (SAS, SPSS etc), have a
> check prior to running the model and they exclude variables that might cause
> these kind of problems. It is quite a useful tool to be in common maths.
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