[jira] Commented: (MATH-203) Add general multiple linear regression
[ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12597815#action_12597815 ] Luc Maisonobe commented on MATH-203: The patch has been committed as of r657570 on 2.0 branch. The following minor changes have been made before commit: - some missing '.' characters at the end of javadoc headers have been added - @authors tags have been removed (authors are cited in the dedicated section of the pom file, hence allowing maven to link to them in the generated site) - changes to compile with Java 5 have been committed previously I'm not closing this issue yet as a few things are still missing: - enhanced error handling - documentation (in package.html and in the user manual) > Add general multiple linear regression > --- > > Key: MATH-203 > URL: https://issues.apache.org/jira/browse/MATH-203 > Project: Commons Math > Issue Type: New Feature >Reporter: Mauro Talevi > Fix For: 2.0 > > Attachments: multiple-linear-regression-patch.txt > > > Multiple regression is a fundamental element of several mathematical and > statistical projects, among them econometrics one. A general linear > multiple regression is contained in the JET Regression component at > http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider > community if it was part of commons-math. > The regression component has no external dependency outside of commons-math. > Code for OLS and GLS multiple linear regression can be checked out from > https://svn.codehaus.org/jet/trunk/jet-regression. > If this is of interest, I'll re-package the code to live in > org.apache.commons.math.stat.regression. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-203) Add general multiple linear regression
[ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12596019#action_12596019 ] Mauro Talevi commented on MATH-203: --- ATM, invalid or insufficient data would be caught by the RealMatrix handling and throw IllegalArgumentExceptions. Sure - better input validation and more explicit runtime exceptions can be thrown. > Add general multiple linear regression > --- > > Key: MATH-203 > URL: https://issues.apache.org/jira/browse/MATH-203 > Project: Commons Math > Issue Type: New Feature >Reporter: Mauro Talevi > Fix For: 2.0 > > Attachments: multiple-linear-regression-patch.txt > > > Multiple regression is a fundamental element of several mathematical and > statistical projects, among them econometrics one. A general linear > multiple regression is contained in the JET Regression component at > http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider > community if it was part of commons-math. > The regression component has no external dependency outside of commons-math. > Code for OLS and GLS multiple linear regression can be checked out from > https://svn.codehaus.org/jet/trunk/jet-regression. > If this is of interest, I'll re-package the code to live in > org.apache.commons.math.stat.regression. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-203) Add general multiple linear regression
[ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12595917#action_12595917 ] Luc Maisonobe commented on MATH-203: I finally found some time to review this patch. The only thing that really bother me is the lack of error handling. The calculateBeta method could fail if the data is insufficient (say no data at all, or less data than problem dimension, or duplicated data leading to too few independent points). Concerning JDK 1.5, I'll start a specific thread on the dev list to talk about this. > Add general multiple linear regression > --- > > Key: MATH-203 > URL: https://issues.apache.org/jira/browse/MATH-203 > Project: Commons Math > Issue Type: New Feature >Reporter: Mauro Talevi > Fix For: 2.0 > > Attachments: multiple-linear-regression-patch.txt > > > Multiple regression is a fundamental element of several mathematical and > statistical projects, among them econometrics one. A general linear > multiple regression is contained in the JET Regression component at > http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider > community if it was part of commons-math. > The regression component has no external dependency outside of commons-math. > Code for OLS and GLS multiple linear regression can be checked out from > https://svn.codehaus.org/jet/trunk/jet-regression. > If this is of interest, I'll re-package the code to live in > org.apache.commons.math.stat.regression. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-203) Add general multiple linear regression
[ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12593063#action_12593063 ] Mauro Talevi commented on MATH-203: --- Support for 1.4 could certainly continue in 1.x branch, and the regression code could be also backported to the 1.x branch. IMO the move to 1.5 as a base JDK has much stronger motivation that just the Sun end of life, given the amount of new language features. Several OS projects have JDK 1.3 or 1.4 compat for 1.x releases and JDK 1.5 for 2.x. > Add general multiple linear regression > --- > > Key: MATH-203 > URL: https://issues.apache.org/jira/browse/MATH-203 > Project: Commons Math > Issue Type: New Feature >Reporter: Mauro Talevi > Fix For: 2.0 > > Attachments: multiple-linear-regression-patch.txt > > > Multiple regression is a fundamental element of several mathematical and > statistical projects, among them econometrics one. A general linear > multiple regression is contained in the JET Regression component at > http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider > community if it was part of commons-math. > The regression component has no external dependency outside of commons-math. > Code for OLS and GLS multiple linear regression can be checked out from > https://svn.codehaus.org/jet/trunk/jet-regression. > If this is of interest, I'll re-package the code to live in > org.apache.commons.math.stat.regression. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-203) Add general multiple linear regression
[ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12593048#action_12593048 ] Brent Worden commented on MATH-203: --- Support for 1.4 should continue for at least until J2SE 1.4 reaches its end of life which Sun has slated for October of this year. Even after that time, support for 1.4 should continue for a good deal longer. We've maintained 1.3 support and that reached its end of life in 2006. > Add general multiple linear regression > --- > > Key: MATH-203 > URL: https://issues.apache.org/jira/browse/MATH-203 > Project: Commons Math > Issue Type: New Feature >Reporter: Mauro Talevi > Fix For: 2.0 > > Attachments: multiple-linear-regression-patch.txt > > > Multiple regression is a fundamental element of several mathematical and > statistical projects, among them econometrics one. A general linear > multiple regression is contained in the JET Regression component at > http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider > community if it was part of commons-math. > The regression component has no external dependency outside of commons-math. > Code for OLS and GLS multiple linear regression can be checked out from > https://svn.codehaus.org/jet/trunk/jet-regression. > If this is of interest, I'll re-package the code to live in > org.apache.commons.math.stat.regression. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
