Yes, I understand that Filippelli should be separate. I was more concerned with Wampler... though I guess since I haven't checked if they all run, they might need separate commits.
-Greg On Tue, Jul 12, 2011 at 11:37 AM, Phil Steitz <phil.ste...@gmail.com> wrote: > 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 > >
