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https://issues.apache.org/jira/browse/MATH-1260?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15255005#comment-15255005
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Gilles commented on MATH-1260:
------------------------------
Sorry for the delay on this issue.
Could you provide a patch containing code updates, documentation (Javadoc with
references) and unit tests? Thanks.
> 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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