Hi,

after assessing privately the initial interest, I'd like to propose the addition of general linear regression

https://issues.apache.org/jira/browse/MATH-203

A well-tested and complete code for this already exists in http://jet.codehaus.org/javadoc/jet-regression/ and I'd be happy to use as a base for the initial patch.

It is already ASF-2.0 licensed so there are no licensing conflicts.

If there are no show-stoppers or objections I'll start preparing a first patch in the next few days.

Cheers



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