On 7/12/11 9:14 AM, Greg Sterijevski wrote: > I have opened a JIRA issue. I would also like to add the Wampler1-4 tests > into OLSMultipleRegression. Would it be okay to do this with one change? > Instead of multiple ones?
Thanks! It would be better to separate the "successful" test patch. Create a new issue called something like "Additional NIST reference data tests for OLS Regression." There are two reasons for separating these patches: 1) We never like to commit failing tests. The test case illustrating MATH-615 will get committed when the bug is resolved. 2) The non-Fillippi tests have nothing to do with MATH-615. Many thanks for implementing the reference data tests. Phil > On Tue, Jul 12, 2011 at 10:37 AM, Greg Sterijevski > <gsterijev...@gmail.com>wrote: > >> 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 >>> >>> --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
