On 7/19/11 4:13 PM, Greg Sterijevski wrote:
> I think Luc was suggesting implementing the algorithm in extended precision.
I don't really see need for that at this point. To settle the issue
on results precision, you should start though with high-precision
(or at least precision at the level pres
I think Luc was suggesting implementing the algorithm in extended precision.
-Greg
On Tue, Jul 19, 2011 at 4:55 PM, Phil Steitz wrote:
> On 7/18/11 6:31 PM, Greg Sterijevski wrote:
> > All,
> >
> > I have pushed the implementation of the Miller Regression technique,
> along
> > with some tests
On 7/18/11 6:31 PM, Greg Sterijevski wrote:
> All,
>
> I have pushed the implementation of the Miller Regression technique, along
> with some tests. I am sure that there are a lot of sharp corners to file
> down and improve. However, I thought it would be prudent to get it out and
> then we can fur
All,
I have pushed the implementation of the Miller Regression technique, along
with some tests. I am sure that there are a lot of sharp corners to file
down and improve. However, I thought it would be prudent to get it out and
then we can further refine the code.
On accuracy:
I seem to match al
Hi Luc,
I will look at this in dfp. I saw the package and thought it was
davidon-fletcher-powel. ;-)
I attempted to do what you suggest with BigDecimal. Everything was okay and
there were some marginal benefits with doing so, but I thought the hassle
was not worth it (at least with BigDecimal).
Le 15/07/2011 02:37, Greg Sterijevski a écrit :
The usual issues with numerical techniques, how you calculate (c * x + d *
y)/e matters...
It turns out that religiously following the article and defining c_bar = c
/ e is not a good idea.
The Filippelli data is still a bit dicey. I would like to
The usual issues with numerical techniques, how you calculate (c * x + d *
y)/e matters...
It turns out that religiously following the article and defining c_bar = c
/ e is not a good idea.
The Filippelli data is still a bit dicey. I would like to resolve where the
error is accumulating there as
What was the problem?
On Wed, Jul 13, 2011 at 8:33 PM, Greg Sterijevski wrote:
> Phil,
>
> Got it! I fit longley to all printed values. I have not broken anything...
> I
> need to type up a few loose ends, then I will send a patch.
>
> -Greg
>
> On Tue, Jul 12, 2011 at 2:35 PM, Phil Steitz
> wro
Phil,
Got it! I fit longley to all printed values. I have not broken anything... I
need to type up a few loose ends, then I will send a patch.
-Greg
On Tue, Jul 12, 2011 at 2:35 PM, Phil Steitz wrote:
> On 7/12/11 12:12 PM, Greg Sterijevski wrote:
> > All,
> >
> > So I included the wampler dat
On 7/12/11 12:12 PM, Greg Sterijevski wrote:
> All,
>
> So I included the wampler data in the test suite. The interesting thing, is
> to get clean runs I need wider tolerances with OLSMultipleRegression than
> with the version of the Miller algorithm I am coding up.
This is good for your Miller imp
All,
So I included the wampler data in the test suite. The interesting thing, is
to get clean runs I need wider tolerances with OLSMultipleRegression than
with the version of the Miller algorithm I am coding up.
Perhaps we should come to a consensus of what good enough is? How close do
we want to
Yes, I understand that Filippelli should be separate. I was more concerned
with Wampler... though I guess since I haven't checked if they all run, they
might need separate commits.
-Greg
On Tue, Jul 12, 2011 at 11:37 AM, Phil Steitz wrote:
> On 7/12/11 9:14 AM, Greg Sterijevski wrote:
> > I hav
On 7/12/11 9:14 AM, Greg Sterijevski wrote:
> I have opened a JIRA issue. I would also like to add the Wampler1-4 tests
> into OLSMultipleRegression. Would it be okay to do this with one change?
> Instead of multiple ones?
Thanks!
It would be better to separate the "successful" test patch. Creat
I have opened a JIRA issue. I would also like to add the Wampler1-4 tests
into OLSMultipleRegression. Would it be okay to do this with one change?
Instead of multiple ones?
On Tue, Jul 12, 2011 at 10:37 AM, Greg Sterijevski
wrote:
> I will add the tests. I do believe it is the QR decomp which is
I will add the tests. I do believe it is the QR decomp which is failing.
-Greg
On Tue, Jul 12, 2011 at 10:31 AM, Phil Steitz wrote:
> On 7/12/11 7:43 AM, Greg Sterijevski wrote:
> > I will run against R.
> >
> > Here is the official repository @ NIST for Wampler/Longley/Filippelli
> data..
> >
On 7/12/11 7:43 AM, Greg Sterijevski wrote:
> I will run against R.
>
> Here is the official repository @ NIST for Wampler/Longley/Filippelli data..
>
> http://www.itl.nist.gov/div898/strd/lls/lls.shtml
>
> If you follow the link, the ASCII data files also have the certified
> results.
>
> Would yo
I will run against R.
Here is the official repository @ NIST for Wampler/Longley/Filippelli data..
http://www.itl.nist.gov/div898/strd/lls/lls.shtml
If you follow the link, the ASCII data files also have the certified
results.
Would you like me to add these tests to the unit test for
OLSMultipl
On 7/11/11 9:34 PM, Greg Sterijevski wrote:
> I also ran the filipelli data through both the regression technique that I
> am working on, and the current multiple regression package. My work in
> progress gets estimates which though not great are close to the certified
> values. OLSMultipleLinearRe
What do you mean?
I run the following test:
double[] design = new double[]{
60323, 83.0, 234289, 2356, 1590, 107608, 1947,
61122, 88.5, 259426, 2325, 1456, 108632, 1948,
60171, 88.2, 258054, 3682, 1616, 109773, 1949,
61187, 89.5, 284599, 335
I also ran the filipelli data through both the regression technique that I
am working on, and the current multiple regression package. My work in
progress gets estimates which though not great are close to the certified
values. OLSMultipleLinearRegression exceptions out, complaining about a
singula
Can you point at code?
On Mon, Jul 11, 2011 at 9:07 PM, Greg Sterijevski wrote:
> Yes, my apologies. I am a bit new to this.
>
>
> On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell
> wrote:
>
> > I'm assuming this is Commons Math. I've added a [math] so it catches
> > the interest of those involve
Yes, my apologies. I am a bit new to this.
On Mon, Jul 11, 2011 at 10:59 PM, Henri Yandell wrote:
> I'm assuming this is Commons Math. I've added a [math] so it catches
> the interest of those involved.
>
>
> On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski
> wrote:
> > Additionally, I pass a
I'm assuming this is Commons Math. I've added a [math] so it catches
the interest of those involved.
On Mon, Jul 11, 2011 at 8:52 PM, Greg Sterijevski
wrote:
> Additionally, I pass all of the Wampler beta estimates.
>
> On Mon, Jul 11, 2011 at 10:40 PM, Greg Sterijevski
> wrote:
>
>> Hello All,
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