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Added a check for too few data in linear regression 

JIRA: MATH-279

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791244 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2009-07-05 13:29:37 +00:00
parent 720a0b2626
commit e4a8fdfdf1
5 changed files with 25 additions and 6 deletions
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3
pom.xml
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@ -108,6 +108,9 @@
<contributor>
<name>R&#233;mi Arntzen</name>
</contributor>
<contributor>
<name>Michael Bjorkegren</name>
</contributor>
<contributor>
<name>John Bollinger</name>
</contributor>

10
src/java/org/apache/commons/math/MessagesResources_fr.java
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@ -311,12 +311,6 @@ public class MessagesResources_fr
{ "{0} method needs at least one previous point",
"la m\u00e9thode {0} n\u00e9cessite au moins un point pr\u00e9c\u00e9dent" },
// org.apache.commons.math.ode.stiff.BDFIntegrator
{ "unsupported order {0} for BDF methods, must be between {1} and {2}",
"ordre {0} non support\u00e9 pour les m\u00e9thodes BDF, doit \u00eatre entre {1} et {2}" },
{ "corrector failed to converge after {0} iterations at t = {1}",
"\u00e9chec de convergence du correcteur apr\u00e8s {0} it\u00e9rations \u00e0 t = {1}" },
// org.apache.commons.math.ode.ContinuousOutputModel
// org.apache.commons.math.optimization.direct.DirectSearchOptimizer
{ "unexpected exception caught",
@ -729,6 +723,10 @@ public class MessagesResources_fr
{ "matrix is not upper-triangular, entry ({0}, {1}) = {2} is too large",
"matrice non triangulaire sup\u00e9rieure, l''\u00e9l\u00e9ment ({0}, {1}) = {2} est trop grand" },
// org.apache.commons.math.stat.regression.AbstractMultipleLinearRegression
{ "not enough data ({0} rows) for this many predictors ({1} predictors)",
"pas assez de donn\u00e9es ({0} lignes) pour {1} pr\u00e9dicteurs" },
// org.apache.commons.math.distribution.AbstractContinuousDistribution
// org.apache.commons.math.distribution.AbstractIntegerDistribution
// org.apache.commons.math.distribution.ExponentialDistributionImpl

4
src/java/org/apache/commons/math/stat/regression/AbstractMultipleLinearRegression.java
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@ -91,6 +91,10 @@ public abstract class AbstractMultipleLinearRegression implements
"dimension mismatch {0} != {1}",
(x == null) ? 0 : x.length,
(y == null) ? 0 : y.length);
} else if ((x.length > 0) && (x[0].length > x.length)) {
throw MathRuntimeException.createIllegalArgumentException(
"not enough data ({0} rows) for this many predictors ({1} predictors)",
x.length, x[0].length);
}
}

3
src/site/xdoc/changes.xml
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@ -39,6 +39,9 @@ The <action> type attribute can be add,update,fix,remove.
</properties>
<body>
<release version="2.0" date="TBD" description="TBD">
<action dev="luc" type="add" issue="MATH-279" due-to="Michael Bjorkegren">
Added a check for too few rows with respect to the number of predictors in linear regression
</action>
<action dev="luc" type="add" due-to="Dimitri Pourbaix">
Added a getCovariance method to singular value decomposition
</action>

11
src/test/org/apache/commons/math/stat/regression/GLSMultipleLinearRegressionTest.java
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@ -69,6 +69,17 @@ public class GLSMultipleLinearRegressionTest extends MultipleLinearRegressionAbs
createRegression().newSampleData(new double[]{}, new double[][]{}, null);
}
@Test(expected=IllegalArgumentException.class)
public void notEnoughData() {
double[] reducedY = new double[y.length - 1];
double[][] reducedX = new double[x.length - 1][];
double[][] reducedO = new double[omega.length - 1][];
System.arraycopy(y, 0, reducedY, 0, reducedY.length);
System.arraycopy(x, 0, reducedX, 0, reducedX.length);
System.arraycopy(omega, 0, reducedO, 0, reducedO.length);
createRegression().newSampleData(reducedY, reducedX, reducedO);
}
@Test(expected=IllegalArgumentException.class)
public void cannotAddCovarianceDataWithSampleSizeMismatch() {
double[] y = new double[]{1.0, 2.0};