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https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12596019#action_12596019 ]
maurotalevi edited comment on MATH-203 at 5/12/08 7:51 AM:
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ATM invalid or insufficient data would be caught by the RealMatrix handling and thrown as IllegalArgumentExceptions. For sure input validation can be improved and more explicit runtime exceptions can be thrown.
was (Author: maurotalevi):
ATM, invalid or insufficient data would be caught by the RealMatrix handling and throw IllegalArgumentExceptions. Sure - better input validation and more explicit runtime exceptions can be thrown.
> 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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