Add general multiple linear regression
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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
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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