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Posted to issues@commons.apache.org by "Phil Steitz (JIRA)" <ji...@apache.org> on 2009/01/05 02:03:44 UTC

[jira] Resolved: (MATH-217) OLS regression should use QR decomposition

     [ https://issues.apache.org/jira/browse/MATH-217?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Phil Steitz resolved MATH-217.
------------------------------

    Resolution: Fixed

Fixed as of r731398

> OLS regression should use QR decomposition
> ------------------------------------------
>
>                 Key: MATH-217
>                 URL: https://issues.apache.org/jira/browse/MATH-217
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 2.0
>            Reporter: Phil Steitz
>            Assignee: Phil Steitz
>             Fix For: 2.0
>
>
> Inverting the normal equations to estimate OLS regression parameters does not give good numerics.  The newly added QR decomposition implementation in commons math could be used to improve performance and numerics.  

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