Phil Steitz wrote:
Perhaps it would help if we had overloaded newData methods that accept
different input strategies, but ultimately they will produce a n x m
double array. That way we can provide users with choice.
I was thinking the same thing. The bit that is troubling me is the
omega matr
Phil,
Phil Steitz wrote:
I think R uses QR as described above. Comments or suggestions for other
default implementations are most welcome. We should aim to provide a
default implementation that is reasonably fast and provides good
numerics across a broad range of design matrices.
Got aroun
Phil Steitz wrote:
No, just X. see the references here:
http://apache.markmail.org/message/3aybm5emimg5da42
I think R uses QR as described above. Comments or suggestions for other
default implementations are most welcome. We should aim to provide a
default implementation that is reasonably
Phil Steitz wrote:
Yes, and I would distinguish performance optimization from numerical
accuracy. From my perspective, we can release a ".0" with room for
performance improvement, but at least decent numerics are required.
I agree that decent numerics are required. I'm still rather surpris
Hi Phil,
thanks for reviewing the multiple linear regression implementations and
setting up the R/NIST data tests. I finally got around to installing R
and can now run them too.
Phil Steitz wrote:
While clear and elegant from a matrix algebra standpoint, the "nailve"
implementation in OLSM
Phil Steitz wrote:
I think these methods should be named "setData." They have a different
contract from "addData" in SimpleRegression, which does not replace
observations that have previously been added. If there are no
objections, I will make that change.
Yes - It makes sense to be consist
Phil Steitz wrote:
Here is my proposal, summarizing what has been discussed so far in this
thread and adding my own bias:
- commons-math 2.0 will target Java 1.5 as the minimal version
- the maven groupId will be changed from commons-math to
org.apache.commons (the artifactID is unchanged)
Hi,
after assessing privately the initial interest, I'd like to propose the
addition of general linear regression
https://issues.apache.org/jira/browse/MATH-203
A well-tested and complete code for this already exists in
http://jet.codehaus.org/javadoc/jet-regression/ and I'd be happy to use
