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[jira] Commented: (MATH-203) Add general multiple linear regression

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Luc Maisonobe commented on MATH-203:
------------------------------------

The patch has been committed as of r657570 on 2.0 branch.
The following minor changes have been made before commit:
  - some missing '.' characters at the end of javadoc headers have been added
  - @authors tags have been removed (authors are cited in the dedicated section
    of the pom file, hence allowing maven to link to them in the generated site)
  - changes to compile with Java 5 have been committed previously

I'm not closing this issue yet as a few things are still missing:
 - enhanced error handling
 - documentation (in package.html and in the user manual)

> Add general multiple linear regression
> ---------------------------------------
>
>                 Key: MATH-203
>                 URL: https://issues.apache.org/jira/browse/MATH-203
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Mauro Talevi
>             Fix For: 2.0
>
>         Attachments: multiple-linear-regression-patch.txt
>
>
> Multiple regression is a fundamental element of several mathematical and statistical projects, among them econometrics one.   A general linear multiple regression is contained in the JET Regression component at http://jet.codehaus.org/javadoc/jet-regression, but it could benefit a wider community if it was part of commons-math.
> The regression component has no external dependency outside of commons-math.
> Code for OLS and GLS multiple linear regression can be checked out from https://svn.codehaus.org/jet/trunk/jet-regression.
> If this is of interest, I'll re-package the code to live in org.apache.commons.math.stat.regression.

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