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An implementation of ordinary least squares regression with one independent
variable. The implementation uses running sums and does not require the data
to be stored in memory. Since I could not conceive of any significantly
different implementation strategies that did not amount to just improving
efficiency or numerical accuracy of what I am submitting, I did not abstract
the interface.
The test cases validate the computations against NIST reference data and
verified computations. The slope, intercept, their standard errors and
r-square estimates are accurate to within 10E-12 against the reference data
set. MSE and other ANOVA stats are good at least to within 10E-8. -- Phil S.
PR: Issue #20224
Obtained from: Bugzilla
Submitted by: Phil Steitz
Reviewed by: Tim O'Brien
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jakarta/commons/proper/math/trunk/src/java/org/apache/commons/math/BivariateRegression.java