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  1. Mahout
  2. MAHOUT-1925

Cochrane-Orcutt should optionally calculate dwstat

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Details

    • Improvement
    • Status: Resolved
    • Major
    • Resolution: Fixed
    • 0.13.0
    • 0.13.0
    • None

    Description

      The Cochrane Orcutt procedure should optionally calculate the Durbin Watson test statistic on each iteration and save it to an array in a similar way to how the betas of each iteration are done currently.

      Further- Cochrane Orcutt should terminate early if Durbin Watson test statistic is within acceptable range.

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            rawkintrevo Trevor Grant
            rawkintrevo Trevor Grant
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              Updated:
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