Details
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New Feature
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Status: Closed
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Major
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Resolution: Fixed
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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.