On 3/4/14, 11:37 AM, Evan Ward wrote: > 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.
This is correct. I don't see a big problem here - it is just worth asking where the residual analysis / data editing functionality belongs - in both places? Also, it is worth considering merging the implementations. In the stats classes, these would be the non-updating impls (those that require the full set of data in memory). It may well be that the only material commonality is what is already exploited - the .linear decompositions. Residual analysis may be something that can be shared. Phil > > 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 > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
