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Posted to issues@commons.apache.org by "Patrick Drury (JIRA)" <ji...@apache.org> on 2015/08/20 12:38:45 UTC
[jira] [Created] (MATH-1260) SimpleRegression add new method:
getPredictionStdErr(double x)
Patrick Drury created MATH-1260:
-----------------------------------
Summary: SimpleRegression add new method: getPredictionStdErr(double x)
Key: MATH-1260
URL: https://issues.apache.org/jira/browse/MATH-1260
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.5
Reporter: Patrick Drury
I would like to be able to get the standard error of a predicted y value given an x value for a SimpleRegression instance.
I believe (but I don't know) that it's as simple as something like the following:
{code:java}
public double getPredictionStdErr(double x) {
if( !hasIntercept ){
return Double.NaN;
}
return FastMath.sqrt(
getMeanSquareError() * ((1d / n) + ((xbar - x) * (xbar - x)) / sumXX));
}
{code}
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