Chee Sing Lee created MATH-1477:
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Summary: MillerUpdatingRegression: ArrayIndexOutOfBounds when
calling regress with variablesToInclude parameter
Key: MATH-1477
URL: https://issues.apache.org/jira/browse/MATH-1477
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.6.1
Reporter: Chee Sing Lee
When performing a regression with a subset of predictors, an
ArrayIndexOutOfBounds exception will occur for certain subset selections. For
example, this appears to happen consistently for regressions without a constant
term when the predictor at index 0 is not selected.
I do not understand at all algorithm used to reorder the predictors when a
subset is used, but the fix appears to be a simple correction to the indexing
range in the for-loop at line 1059 of MillerUpdatingRegression.java.
Patch with expanded unit test to follow shortly.
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