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Dimitri Pourbaix commented on MATH-377: --------------------------------------- Indeed, the confusion comes from the fact that, in some textbooks, each residual is divided by 'sigma_i' which leads to a weight of 1/(sigma_i^2). In CM, we adopted the terminology 'weight' without reference to sigma. I will change the javadoc accordingly. > weight versus sigma in AbstractLeastSquares > ------------------------------------------- > > Key: MATH-377 > URL: https://issues.apache.org/jira/browse/MATH-377 > Project: Commons Math > Issue Type: Bug > Affects Versions: 2.1 > Reporter: Dimitri Pourbaix > Fix For: 2.2 > > Original Estimate: 0.02h > Remaining Estimate: 0.02h > > In AbstractLeastSquares, residualsWeights contains the WEIGHTS assigned to > each observation. In the method getRMS(), these weights are multiplicative > as they should. unlike in getChiSquare() where it appears at the denominator! > If the weight is really the weight of the observation, it should multiply > the square of the residual even in the computation of the chi2. > Once corrected, getRMS() can even reduce > public double getRMS() {return Math.sqrt(getChiSquare()/rows);} -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.