I will add the tests. I do believe it is the QR decomp which is failing. -Greg
On Tue, Jul 12, 2011 at 10:31 AM, Phil Steitz <phil.ste...@gmail.com> wrote: > On 7/12/11 7:43 AM, Greg Sterijevski wrote: > > I will run against R. > > > > Here is the official repository @ NIST for Wampler/Longley/Filippelli > data.. > > > > http://www.itl.nist.gov/div898/strd/lls/lls.shtml > > > > If you follow the link, the ASCII data files also have the certified > > results. > > > > Would you like me to add these tests to the unit test for > > OLSMultipleLinearRegression? > > > That would be great. Thanks! > > We should also figure out why OLSLinearRegression thinks the > Filippelli design matrix is singular. We should raise a JIRA for > that. Could be this is a QR decomp issue. > > Phil > > On Tue, Jul 12, 2011 at 12:52 AM, Phil Steitz <phil.ste...@gmail.com> > wrote: > > > >> On 7/11/11 9:34 PM, Greg Sterijevski wrote: > >>> I also ran the filipelli data through both the regression technique > that > >> I > >>> am working on, and the current multiple regression package. My work in > >>> progress gets estimates which though not great are close to the > certified > >>> values. OLSMultipleLinearRegression exceptions out, complaining about a > >>> singular matrix. > >> I assume the design matrix is near-singular, correct? Where did the > >> certified values come from? If you have access to R, it would be > >> good to compare results against R as well. There is R code in > >> src/test/R set up to compare results against [math]. > >>> On Mon, Jul 11, 2011 at 11:07 PM, Greg Sterijevski > >>> <gsterijev...@gmail.com>wrote: > >>> > >>>> Yes, my apologies. I am a bit new to this. > >>>> > >>>> > >>>> > >>>> On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell <flame...@gmail.com > >>> wrote: > >>>>> I'm assuming this is Commons Math. I've added a [math] so it catches > >>>>> the interest of those involved. > >>>>> > >>>>> > >>>>> On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski > >>>>> <gsterijev...@gmail.com> wrote: > >>>>>> Additionally, I pass all of the Wampler beta estimates. > >>>>>> > >>>>>> On Mon, Jul 11, 2011 at 10:40 PM, Greg Sterijevski > >>>>>> <gsterijev...@gmail.com>wrote: > >>>>>> > >>>>>>> Hello All, > >>>>>>> > >>>>>>> I am testing the first 'updating' ols regression algorithm. I ran > it > >>>>>>> through the Wampler1 data. It gets 1.0s for all of the beta > >> estimates. > >>>>> I > >>>>>>> next ran the Longley dataset. I match, but with a tolerance of > >> 1.0e-6. > >>>>> This > >>>>>>> is a bit less than two orders of magnitude worse than the current > >>>>> incore > >>>>>>> estimator( 2.0e-8). My question to the list, is how important is > this > >>>>> diff? > >>>>>>> Is it worth tearing things apart to figure out where the error is > >>>>>>> accumulating? > >>>>>>> > >>>>>>> Thanks, > >>>>>>> > >>>>>>> -Greg > >>>>>>> > >>>>> --------------------------------------------------------------------- > >>>>> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > >>>>> For additional commands, e-mail: dev-h...@commons.apache.org > >>>>> > >>>>> > >> > >> --------------------------------------------------------------------- > >> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > >> For additional commands, e-mail: dev-h...@commons.apache.org > >> > >> > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
