Re: [statistics] Pull request for GLSMultipleLinearRegression

2019-06-07 Thread Alexey Dievsky
Hi Eric, as Elena's mentor, I can try to shed some light on this question. IRLS, as used in GLM fitting, does require a matrix, but it's always diagonal. See, for example, https://bwlewis.github.io/GLM/ , section "Algorithm IRLS". The motivation for this pull request is exactly this -- implement a

Re: [statistics] Pull request for GLSMultipleLinearRegression

2019-05-23 Thread Eric Barnhill
Hi Elena, Thanks for this intriguing idea. As far as I ever knew IRLS requires a matrix. Can you provide me with a citation where I can read about this vector-based approach? Thanks, Eric On Thu, May 23, 2019, 06:44 Елена Картышева wrote: > Hello. > > I would like to propose a pull request im

RE: [statistics] Pull request for GLSMultipleLinearRegression

2019-05-23 Thread Ben Nguyen
Hello, There is currently a transition from the commons-math-stat libraries to the new commons-statistics library. I am working on regression related design for my Google Summer of Code project. I am a new contributor and would love to work with more people who have used these tools extensively