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https://issues.apache.org/jira/browse/MATH-1260?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14704688#comment-14704688
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Patrick Drury edited comment on MATH-1260 at 8/20/15 11:13 AM:
---------------------------------------------------------------
The code snippet is not the answer to a usage question. It is the method which
will need to be added to SimpleRegression to meet my requirement. The field
xbar is not currently publicly available through the API.
was (Author: paddyd):
The code snippet is not the answer to a usage question. It is the method which
will need to be added to SimpleRegression. xbar is not currently publicly
available.
> SimpleRegression add new method: getPredictionStdErr(double x)
> --------------------------------------------------------------
>
> Key: MATH-1260
> URL: https://issues.apache.org/jira/browse/MATH-1260
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.5
> Reporter: Patrick Drury
>
> I would like to be able to get the standard error of a predicted y value
> given an x value for a SimpleRegression instance.
> I believe (but I don't know) that it's as simple as something like adding the
> following to SimpleRegression:
> {code:java}
> public double getPredictionStdErr(double x) {
> if( !hasIntercept ){
> return Double.NaN;
> }
> return FastMath.sqrt(
> getMeanSquareError() * ((1d / n) + ((xbar - x) * (xbar - x)) /
> sumXX));
> }
> {code}
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