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https://issues.apache.org/jira/browse/MATH-615?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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greg sterijevski updated MATH-615:
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Attachment: filippelli2
The situation is not as dire as I first thought. The original test I uploaded
had a bug which resulted in a singular matrix, correctly. This current test
still fails, but the failure occurs with a tolerance of 1.0e-5 for the
parameters.
> OLSMultipleRegression seems to fail on the Filippelli Data
> ----------------------------------------------------------
>
> Key: MATH-615
> URL: https://issues.apache.org/jira/browse/MATH-615
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Java
> Reporter: greg sterijevski
> Labels: Filippelli, NIST, OLSMutlipleRegression, QR, data
> Attachments: filippelli2, tstdiff
>
>
> Running the Filipelli data results in an exception being thrown by
> OLSMutlipleRegression. The exception states that the matrix is singular.
> http://www.itl.nist.gov/div898/strd/lls/data/Filip.shtml
> I have added the data to the OLSMutlipleRegressionTest file.
> Unless I screwed something up in the passing of the data, it looks like the
> QR decomposition is failing.
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