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

["Mauro Talevi (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-203?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Mauro Talevi updated MATH-203:
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    Attachment: multiple-linear-regression-patch.txt

Attaching initial patch for multiple linear regression, based on MATH_2_0 branch.

Note that the code relies on JDK 1.5 and as such the pom.xml has been updated to use compiler source/target=1.5 and junit 4.4.  

The code could be refactored down to JDK 1.4 although I think the 2.0 branch is an excellent opportunity to upgrade to use JDK 1.5 features such as annotations/generics/etc ...




> 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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