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https://issues.apache.org/jira/browse/MATH-857?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13451615#comment-13451615
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Phil Steitz commented on MATH-857:
----------------------------------

Have a look at the "Contributing" section of the developers guide here
http://commons.apache.org/math/developers.html

That should help you get started.  Basically, we currently use Subversion as 
our source control system and we collaboratively develop the code by looking at 
"diffs" against the source code in the repository.  Diff files are text files 
that show what is different between what a contributor has in his or her local 
checkout of the code and what has been committed to the repository.  After 
reviewing the link above, you should

0) check out the "trunk" 
(https://svn.apache.org/repos/asf/commons/proper/math/trunk)
1) add your new classes to the source tree locally
2) run "svn add" with the names of the new files to get them added to your 
local checkout
3) run "mvn clean test" from the root of the checkout (where "trunk/" is).  
Verify no failures.
4) run "mvn -DskipTests site" again from trunk root.  After downloading a large 
number of dependent jars this will eventually produce a version of the commons 
math web site in /target/site (relative to the root of the checkout).  Navigate 
to the checkstyle reports and see what it may be complaining about.  Similarly 
for findbugs.
5) Once tests in 3) and static checks in 4) look good, run "svn diff > 
multicollinearity.patch" from the root of the checkout.  That will produce a 
diff file with the name on the right.  Upload that file here.

To get maximum help from Eclipse in formatting, you can use:
http://people.apache.org/~luc/Apache-commons.xml

Don't hesitate to ask if you have more questions.  One day you will get to 
answer these questions for someone else :)

                
> 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
>
>   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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