[jira] Resolved: (MATH-408) GLSMultipleLinearRegression has no nontrivial validation tests

["Phil Steitz (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-408?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Phil Steitz resolved MATH-408.
------------------------------

    Resolution: Fixed

Added a non-trivial test in r1044935.  While still not really a full verification test, it does at least verify that the GLS impl provided does better than OLS for models with error structure conforming to its covariance matrix.

> GLSMultipleLinearRegression has no nontrivial validation tests
> --------------------------------------------------------------
>
>                 Key: MATH-408
>                 URL: https://issues.apache.org/jira/browse/MATH-408
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0, 2.1
>            Reporter: Phil Steitz
>             Fix For: 2.2
>
>
> There are no non-trivial tests verifying the computations for GLSMultipleLinearRegression.  Tests verifying computations against analytically determined models, R or some other reference package / datasets should be added to ensure that the statistics reported by this class are valid.

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