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  1. Commons Math
  2. MATH-203

Add general multiple linear regression

    Details

    • Type: New Feature
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 2.0
    • Labels:
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      Description

      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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            • Assignee:
              Unassigned
              Reporter:
              maurotalevi Mauro Talevi
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              • Created:
                Updated:
                Resolved: