Phil suggested we discuss the relationship of the two least squares packages in [math]
Current Status Currently both fitting.leastsquares and stat.regression have least squares implementations. The fitting.leastsquares package supports non-linear least squares with weights, pluggable optimization algorithms, and (soon) data editing. The package is written from an optimization/engineer's perspective. As far as I can tell the stat.regression implementations are for linear least squares. Some of the implementations contain neat optimizations, for example requiring O(1) space for n data points. This package seems to be written more from a statistician/economist's perspective. Options 1. Keep separate packages. 2. delegate the implementation from one package to the other 3. merge into a single package. (could lead to some interesting algorithms. e.g. non-linear general least squares) Phis, please add any important points I've missed. Best Regards, Evan > > Phil Steitz commented on MATH-1105: > ----------------------------------- > > Might be better to take this discussion to the ML. We now have two > least squares impls - one in fitting/leastsquares and another in > stats.regression (actually this has been true for some time). The > stats side of it (residual analysis, ANOVA, etc.) belongs more > naturally in stats.regression. It might make more sense to add this > functionality there. Or maybe we just refactor to have the > stats.regression classes use the impl in leastsquares. In any case, we > should discuss on the ML. > >> >> Least squares statistical data editing >> -------------------------------------- >> >> Key: MATH-1105 >> URL: https://issues.apache.org/jira/browse/MATH-1105 >> Project: Commons Math >> Issue Type: Improvement >> Reporter: Evan Ward >> Attachments: 0001-Add-statistical-editing-capability.patch, >> 0002-Integrate-data-editing-with-the-LS-framework.patch >> > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
