[ https://issues.apache.org/jira/browse/MATH-408?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz resolved MATH-408. ------------------------------ Resolution: Fixed Added a non-trivial test in r1044935. While still not really a full verification test, it does at least verify that the GLS impl provided does better than OLS for models with error structure conforming to its covariance matrix. > GLSMultipleLinearRegression has no nontrivial validation tests > -------------------------------------------------------------- > > Key: MATH-408 > URL: https://issues.apache.org/jira/browse/MATH-408 > Project: Commons Math > Issue Type: Bug > Affects Versions: 2.0, 2.1 > Reporter: Phil Steitz > Fix For: 2.2 > > > There are no non-trivial tests verifying the computations for > GLSMultipleLinearRegression. Tests verifying computations against > analytically determined models, R or some other reference package / datasets > should be added to ensure that the statistics reported by this class are > valid. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.