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  1. Commons Math
  2. MATH-217

OLS regression should use QR decomposition

    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 2.0
    • Fix Version/s: 2.0
    • Labels:
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      Description

      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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            • Assignee:
              psteitz Phil Steitz
              Reporter:
              psteitz Phil Steitz
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