DO NOT REPLY [Bug 20224] New: - [math] bivariate regression submission

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http://nagoya.apache.org/bugzilla/show_bug.cgi?id=20224

[math] bivariate regression submission

           Summary: [math] bivariate regression submission
           Product: Commons
           Version: Nightly Builds
          Platform: Other
        OS/Version: Other
            Status: NEW
          Severity: Normal
          Priority: Other
         Component: Sandbox
        AssignedTo: commons-dev@jakarta.apache.org
        ReportedBy: phil@steitz.com


The attached tar includes an implementation of ordinary least squares regression
with one independent variable. The implementation uses running sums and does not
require the data to be stored in memory.  Since I could not conceive of any
significantly different implementation strategies that did not amount to just
improving efficiency or numerical accuracy of what I am submitting, I did not
abstract the interface.

The test cases validate the computations against NIST reference data and
verified computations. The slope, intercept, their standard errors and r-square
estimates are accurate to within 10E-12 against the reference data set.  MSE and
other ANOVA stats are good at least to within 10E-8.

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