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  1. Commons Math
  2. MATH-203

Add general multiple linear regression

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Details

    • New Feature
    • Status: Closed
    • Major
    • Resolution: Fixed
    • None
    • 2.0
    • None
    • None

    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.

      Attachments

        1. multiple-linear-regression-patch.txt
          21 kB
          Mauro Talevi
        2. error-handling-and-docs-patch.txt
          19 kB
          Mauro Talevi

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            Unassigned Unassigned
            maurotalevi Mauro Talevi
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            Dates

              Created:
              Updated:
              Resolved: