/*
    * Licensed to the Apache Software Foundation (ASF) under one or more
    * contributor license agreements.  See the NOTICE file distributed with
    * this work for additional information regarding copyright ownership.
    * The ASF licenses this file to You under the Apache License, Version 2.0
    * (the "License"); you may not use this file except in compliance with
    * the License.  You may obtain a copy of the License at
    *
    *      http://www.apache.org/licenses/LICENSE-2.0
   *
   * Unless required by applicable law or agreed to in writing, software
   * distributed under the License is distributed on an "AS IS" BASIS,
   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
   * See the License for the specific language governing permissions and
   * limitations under the License.
   */
  package org.apache.commons.math4.legacy.stat.regression;
  
  
  import org.apache.commons.math4.legacy.TestUtils;
  import org.apache.commons.math4.legacy.exception.MathIllegalArgumentException;
  import org.apache.commons.math4.legacy.exception.NullArgumentException;
  import org.apache.commons.math4.legacy.linear.Array2DRowRealMatrix;
  import org.apache.commons.math4.legacy.linear.DefaultRealMatrixChangingVisitor;
  import org.apache.commons.math4.legacy.linear.MatrixUtils;
  import org.apache.commons.math4.legacy.linear.RealMatrix;
  import org.apache.commons.math4.legacy.linear.RealVector;
  import org.apache.commons.math4.legacy.stat.StatUtils;
  import org.junit.Assert;
  import org.junit.Before;
  import org.junit.Test;
  
  public class OLSMultipleLinearRegressionTest extends MultipleLinearRegressionAbstractTest {
  
      private double[] y;
      private double[][] x;
  
      @Before
      @Override
      public void setUp(){
          y = new double[]{11.0, 12.0, 13.0, 14.0, 15.0, 16.0};
          x = new double[6][];
          x[0] = new double[]{0, 0, 0, 0, 0};
          x[1] = new double[]{2.0, 0, 0, 0, 0};
          x[2] = new double[]{0, 3.0, 0, 0, 0};
          x[3] = new double[]{0, 0, 4.0, 0, 0};
          x[4] = new double[]{0, 0, 0, 5.0, 0};
          x[5] = new double[]{0, 0, 0, 0, 6.0};
          super.setUp();
      }
  
      @Override
      protected OLSMultipleLinearRegression createRegression() {
          OLSMultipleLinearRegression regression = new OLSMultipleLinearRegression();
          regression.newSampleData(y, x);
          return regression;
      }
  
      @Override
      protected int getNumberOfRegressors() {
          return x[0].length + 1;
      }
  
      @Override
      protected int getSampleSize() {
          return y.length;
      }
  
      @Test(expected=MathIllegalArgumentException.class)
      public void cannotAddSampleDataWithSizeMismatch() {
          double[] y = new double[]{1.0, 2.0};
          double[][] x = new double[1][];
          x[0] = new double[]{1.0, 0};
          createRegression().newSampleData(y, x);
      }
  
      @Test
      public void testPerfectFit() {
          double[] betaHat = regression.estimateRegressionParameters();
          TestUtils.assertEquals(betaHat,
                                 new double[]{ 11.0, 1.0 / 2.0, 2.0 / 3.0, 3.0 / 4.0, 4.0 / 5.0, 5.0 / 6.0 },
                                 1e-14);
          double[] residuals = regression.estimateResiduals();
          TestUtils.assertEquals(residuals, new double[]{0d,0d,0d,0d,0d,0d},
                                 1e-14);
          RealMatrix errors =
              new Array2DRowRealMatrix(regression.estimateRegressionParametersVariance(), false);
          final double[] s = { 1.0, -1.0 /  2.0, -1.0 /  3.0, -1.0 /  4.0, -1.0 /  5.0, -1.0 /  6.0 };
          RealMatrix referenceVariance = new Array2DRowRealMatrix(s.length, s.length);
          referenceVariance.walkInOptimizedOrder(new DefaultRealMatrixChangingVisitor() {
              @Override
              public double visit(int row, int column, double value) {
                  if (row == 0) {
                      return s[column];
                  }
                  double x = s[row] * s[column];
                  return (row == column) ? 2 * x : x;
              }
          });
        Assert.assertEquals(0.0,
                      errors.subtract(referenceVariance).getNorm(),
                      5.0e-16 * referenceVariance.getNorm());
        Assert.assertEquals(1, ((OLSMultipleLinearRegression) regression).calculateRSquared(), 1E-12);
     }
 
 
     /**
      * Test Longley dataset against certified values provided by NIST.
      * Data Source: J. Longley (1967) "An Appraisal of Least Squares
      * Programs for the Electronic Computer from the Point of View of the User"
      * Journal of the American Statistical Association, vol. 62. September,
      * pp. 819-841.
      *
      * Certified values (and data) are from NIST:
      * http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat
      */
     @Test
     public void testLongley() {
         // Y values are first, then independent vars
         // Each row is one observation
         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,
             61187,89.5,284599,3351,1650,110929,1950,
             63221,96.2,328975,2099,3099,112075,1951,
             63639,98.1,346999,1932,3594,113270,1952,
             64989,99.0,365385,1870,3547,115094,1953,
             63761,100.0,363112,3578,3350,116219,1954,
             66019,101.2,397469,2904,3048,117388,1955,
             67857,104.6,419180,2822,2857,118734,1956,
             68169,108.4,442769,2936,2798,120445,1957,
             66513,110.8,444546,4681,2637,121950,1958,
             68655,112.6,482704,3813,2552,123366,1959,
             69564,114.2,502601,3931,2514,125368,1960,
             69331,115.7,518173,4806,2572,127852,1961,
             70551,116.9,554894,4007,2827,130081,1962
         };
 
         final int nobs = 16;
         final int nvars = 6;
 
         // Estimate the model
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.newSampleData(design, nobs, nvars);
 
         // Check expected beta values from NIST
         double[] betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
           new double[]{-3482258.63459582, 15.0618722713733,
                 -0.358191792925910E-01,-2.02022980381683,
                 -1.03322686717359,-0.511041056535807E-01,
                  1829.15146461355}, 2E-8); //
 
         // Check expected residuals from R
         double[] residuals = model.estimateResiduals();
         TestUtils.assertEquals(residuals, new double[]{
                 267.340029759711,-94.0139423988359,46.28716775752924,
                 -410.114621930906,309.7145907602313,-249.3112153297231,
                 -164.0489563956039,-13.18035686637081,14.30477260005235,
                  455.394094551857,-17.26892711483297,-39.0550425226967,
                 -155.5499735953195,-85.6713080421283,341.9315139607727,
                 -206.7578251937366},
                       1E-8);
 
         // Check standard errors from NIST
         double[] errors = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(new double[] {890420.383607373,
                        84.9149257747669,
                        0.334910077722432E-01,
                        0.488399681651699,
                        0.214274163161675,
                        0.226073200069370,
                        455.478499142212}, errors, 1E-6);
 
         // Check regression standard error against R
         Assert.assertEquals(304.8540735619638, model.estimateRegressionStandardError(), 1E-10);
 
         // Check R-Square statistics against R
         Assert.assertEquals(0.995479004577296, model.calculateRSquared(), 1E-12);
         Assert.assertEquals(0.992465007628826, model.calculateAdjustedRSquared(), 1E-12);
 
         checkVarianceConsistency(model);
 
         // Estimate model without intercept
         model.setNoIntercept(true);
         model.newSampleData(design, nobs, nvars);
 
         // Check expected beta values from R
         betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
           new double[]{-52.99357013868291, 0.07107319907358,
                 -0.42346585566399,-0.57256866841929,
                 -0.41420358884978, 48.41786562001326}, 1E-11);
 
         // Check standard errors from R
         errors = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(new double[] {129.54486693117232, 0.03016640003786,
                 0.41773654056612, 0.27899087467676, 0.32128496193363,
                 17.68948737819961}, errors, 1E-11);
 
         // Check expected residuals from R
         residuals = model.estimateResiduals();
         TestUtils.assertEquals(residuals, new double[]{
                 279.90274927293092, -130.32465380836874, 90.73228661967445, -401.31252201634948,
                 -440.46768772620027, -543.54512853774793, 201.32111639536299, 215.90889365977932,
                 73.09368242049943, 913.21694494481869, 424.82484953610174, -8.56475876776709,
                 -361.32974610842876, 27.34560497213464, 151.28955976355002, -492.49937355336846},
                       1E-10);
 
         // Check regression standard error against R
         Assert.assertEquals(475.1655079819517, model.estimateRegressionStandardError(), 1E-10);
 
         // Check R-Square statistics against R
         Assert.assertEquals(0.9999670130706, model.calculateRSquared(), 1E-12);
         Assert.assertEquals(0.999947220913, model.calculateAdjustedRSquared(), 1E-12);
     }
 
     /**
      * Test R Swiss fertility dataset against R.
      * Data Source: R datasets package
      */
     @Test
     public void testSwissFertility() {
         double[] design = new double[] {
             80.2,17.0,15,12,9.96,
             83.1,45.1,6,9,84.84,
             92.5,39.7,5,5,93.40,
             85.8,36.5,12,7,33.77,
             76.9,43.5,17,15,5.16,
             76.1,35.3,9,7,90.57,
             83.8,70.2,16,7,92.85,
             92.4,67.8,14,8,97.16,
             82.4,53.3,12,7,97.67,
             82.9,45.2,16,13,91.38,
             87.1,64.5,14,6,98.61,
             64.1,62.0,21,12,8.52,
             66.9,67.5,14,7,2.27,
             68.9,60.7,19,12,4.43,
             61.7,69.3,22,5,2.82,
             68.3,72.6,18,2,24.20,
             71.7,34.0,17,8,3.30,
             55.7,19.4,26,28,12.11,
             54.3,15.2,31,20,2.15,
             65.1,73.0,19,9,2.84,
             65.5,59.8,22,10,5.23,
             65.0,55.1,14,3,4.52,
             56.6,50.9,22,12,15.14,
             57.4,54.1,20,6,4.20,
             72.5,71.2,12,1,2.40,
             74.2,58.1,14,8,5.23,
             72.0,63.5,6,3,2.56,
             60.5,60.8,16,10,7.72,
             58.3,26.8,25,19,18.46,
             65.4,49.5,15,8,6.10,
             75.5,85.9,3,2,99.71,
             69.3,84.9,7,6,99.68,
             77.3,89.7,5,2,100.00,
             70.5,78.2,12,6,98.96,
             79.4,64.9,7,3,98.22,
             65.0,75.9,9,9,99.06,
             92.2,84.6,3,3,99.46,
             79.3,63.1,13,13,96.83,
             70.4,38.4,26,12,5.62,
             65.7,7.7,29,11,13.79,
             72.7,16.7,22,13,11.22,
             64.4,17.6,35,32,16.92,
             77.6,37.6,15,7,4.97,
             67.6,18.7,25,7,8.65,
             35.0,1.2,37,53,42.34,
             44.7,46.6,16,29,50.43,
             42.8,27.7,22,29,58.33
         };
 
         final int nobs = 47;
         final int nvars = 4;
 
         // Estimate the model
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.newSampleData(design, nobs, nvars);
 
         // Check expected beta values from R
         double[] betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
                 new double[]{91.05542390271397,
                 -0.22064551045715,
                 -0.26058239824328,
                 -0.96161238456030,
                  0.12441843147162}, 1E-12);
 
         // Check expected residuals from R
         double[] residuals = model.estimateResiduals();
         TestUtils.assertEquals(residuals, new double[]{
                 7.1044267859730512,1.6580347433531366,
                 4.6944952770029644,8.4548022690166160,13.6547432343186212,
                -9.3586864458500774,7.5822446330520386,15.5568995563859289,
                 0.8113090736598980,7.1186762732484308,7.4251378771228724,
                 2.6761316873234109,0.8351584810309354,7.1769991119615177,
                -3.8746753206299553,-3.1337779476387251,-0.1412575244091504,
                 1.1186809170469780,-6.3588097346816594,3.4039270429434074,
                 2.3374058329820175,-7.9272368576900503,-7.8361010968497959,
                -11.2597369269357070,0.9445333697827101,6.6544245101380328,
                -0.9146136301118665,-4.3152449403848570,-4.3536932047009183,
                -3.8907885169304661,-6.3027643926302188,-7.8308982189289091,
                -3.1792280015332750,-6.7167298771158226,-4.8469946718041754,
                -10.6335664353633685,11.1031134362036958,6.0084032641811733,
                 5.4326230830188482,-7.2375578629692230,2.1671550814448222,
                 15.0147574652763112,4.8625103516321015,-7.1597256413907706,
                 -0.4515205619767598,-10.2916870903837587,-15.7812984571900063},
                 1E-12);
 
         // Check standard errors from R
         double[] errors = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(new double[] {6.94881329475087,
                 0.07360008972340,
                 0.27410957467466,
                 0.19454551679325,
                 0.03726654773803}, errors, 1E-10);
 
         // Check regression standard error against R
         Assert.assertEquals(7.73642194433223, model.estimateRegressionStandardError(), 1E-12);
 
         // Check R-Square statistics against R
         Assert.assertEquals(0.649789742860228, model.calculateRSquared(), 1E-12);
         Assert.assertEquals(0.6164363850373927, model.calculateAdjustedRSquared(), 1E-12);
 
         checkVarianceConsistency(model);
 
         // Estimate the model with no intercept
         model = new OLSMultipleLinearRegression();
         model.setNoIntercept(true);
         model.newSampleData(design, nobs, nvars);
 
         // Check expected beta values from R
         betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
                 new double[]{0.52191832900513,
                   2.36588087917963,
                   -0.94770353802795,
                   0.30851985863609}, 1E-12);
 
         // Check expected residuals from R
         residuals = model.estimateResiduals();
         TestUtils.assertEquals(residuals, new double[]{
                 44.138759883538249, 27.720705122356215, 35.873200836126799,
                 34.574619581211977, 26.600168342080213, 15.074636243026923, -12.704904871199814,
                 1.497443824078134, 2.691972687079431, 5.582798774291231, -4.422986561283165,
                 -9.198581600334345, 4.481765170730647, 2.273520207553216, -22.649827853221336,
                 -17.747900013943308, 20.298314638496436, 6.861405135329779, -8.684712790954924,
                 -10.298639278062371, -9.896618896845819, 4.568568616351242, -15.313570491727944,
                 -13.762961360873966, 7.156100301980509, 16.722282219843990, 26.716200609071898,
                 -1.991466398777079, -2.523342564719335, 9.776486693095093, -5.297535127628603,
                 -16.639070567471094, -10.302057295211819, -23.549487860816846, 1.506624392156384,
                 -17.939174438345930, 13.105792202765040, -1.943329906928462, -1.516005841666695,
                 -0.759066561832886, 20.793137744128977, -2.485236153005426, 27.588238710486976,
                 2.658333257106881, -15.998337823623046, -5.550742066720694, -14.219077806826615},
                 1E-12);
 
         // Check standard errors from R
         errors = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(new double[] {0.10470063765677, 0.41684100584290,
                 0.43370143099691, 0.07694953606522}, errors, 1E-10);
 
         // Check regression standard error against R
         Assert.assertEquals(17.24710630547, model.estimateRegressionStandardError(), 1E-10);
 
         // Check R-Square statistics against R
         Assert.assertEquals(0.946350722085, model.calculateRSquared(), 1E-12);
         Assert.assertEquals(0.9413600915813, model.calculateAdjustedRSquared(), 1E-12);
     }
 
     /**
      * Test hat matrix computation
      *
      */
     @Test
     public void testHat() {
 
         /*
          * This example is from "The Hat Matrix in Regression and ANOVA",
          * David C. Hoaglin and Roy E. Welsch,
          * The American Statistician, Vol. 32, No. 1 (Feb., 1978), pp. 17-22.
          *
          */
         double[] design = new double[] {
                 11.14, .499, 11.1,
                 12.74, .558, 8.9,
                 13.13, .604, 8.8,
                 11.51, .441, 8.9,
                 12.38, .550, 8.8,
                 12.60, .528, 9.9,
                 11.13, .418, 10.7,
                 11.7, .480, 10.5,
                 11.02, .406, 10.5,
                 11.41, .467, 10.7
         };
 
         int nobs = 10;
         int nvars = 2;
 
         // Estimate the model
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.newSampleData(design, nobs, nvars);
 
         RealMatrix hat = model.calculateHat();
 
         // Reference data is upper half of symmetric hat matrix
         double[] referenceData = new double[] {
                 .418, -.002,  .079, -.274, -.046,  .181,  .128,  .222,  .050,  .242,
                        .242,  .292,  .136,  .243,  .128, -.041,  .033, -.035,  .004,
                               .417, -.019,  .273,  .187, -.126,  .044, -.153,  .004,
                                      .604,  .197, -.038,  .168, -.022,  .275, -.028,
                                             .252,  .111, -.030,  .019, -.010, -.010,
                                                    .148,  .042,  .117,  .012,  .111,
                                                           .262,  .145,  .277,  .174,
                                                                  .154,  .120,  .168,
                                                                         .315,  .148,
                                                                                .187
         };
 
         // Check against reference data and verify symmetry
         int k = 0;
         for (int i = 0; i < 10; i++) {
             for (int j = i; j < 10; j++) {
                 Assert.assertEquals(referenceData[k], hat.getEntry(i, j), 10e-3);
                 Assert.assertEquals(hat.getEntry(i, j), hat.getEntry(j, i), 10e-12);
                 k++;
             }
         }
 
         /*
          * Verify that residuals computed using the hat matrix are close to
          * what we get from direct computation, i.e. r = (I - H) y
          */
         double[] residuals = model.estimateResiduals();
         RealMatrix I = MatrixUtils.createRealIdentityMatrix(10);
         double[] hatResiduals = I.subtract(hat).operate(model.getY()).toArray();
         TestUtils.assertEquals(residuals, hatResiduals, 10e-12);
     }
 
     /**
      * test calculateYVariance
      */
     @Test
     public void testYVariance() {
 
         // assumes: y = new double[]{11.0, 12.0, 13.0, 14.0, 15.0, 16.0};
 
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.newSampleData(y, x);
         TestUtils.assertEquals(model.calculateYVariance(), 3.5, 0);
     }
 
     /**
      * Verifies that calculateYVariance and calculateResidualVariance return consistent
      * values with direct variance computation from Y, residuals, respectively.
      */
     protected void checkVarianceConsistency(OLSMultipleLinearRegression model) {
         // Check Y variance consistency
         TestUtils.assertEquals(StatUtils.variance(model.getY().toArray()), model.calculateYVariance(), 0);
 
         // Check residual variance consistency
         double[] residuals = model.calculateResiduals().toArray();
         RealMatrix X = model.getX();
         TestUtils.assertEquals(
                 StatUtils.variance(model.calculateResiduals().toArray()) * (residuals.length - 1),
                 model.calculateErrorVariance() * (X.getRowDimension() - X.getColumnDimension()), 1E-20);
     }
 
     /**
      * Verifies that setting X and Y separately has the same effect as newSample(X,Y).
      */
     @Test
     public void testNewSample2() {
         double[] y = new double[] {1, 2, 3, 4};
         double[][] x = new double[][] {
           {19, 22, 33},
           {20, 30, 40},
           {25, 35, 45},
           {27, 37, 47}
         };
         OLSMultipleLinearRegression regression = new OLSMultipleLinearRegression();
         regression.newSampleData(y, x);
         RealMatrix combinedX = regression.getX().copy();
         RealVector combinedY = regression.getY().copy();
         regression.newXSampleData(x);
         regression.newYSampleData(y);
         Assert.assertEquals(combinedX, regression.getX());
         Assert.assertEquals(combinedY, regression.getY());
 
         // No intercept
         regression.setNoIntercept(true);
         regression.newSampleData(y, x);
         combinedX = regression.getX().copy();
         combinedY = regression.getY().copy();
         regression.newXSampleData(x);
         regression.newYSampleData(y);
         Assert.assertEquals(combinedX, regression.getX());
         Assert.assertEquals(combinedY, regression.getY());
     }
 
     @Test(expected=NullArgumentException.class)
     public void testNewSampleDataYNull() {
         createRegression().newSampleData(null, new double[][] {});
     }
 
     @Test(expected=NullArgumentException.class)
     public void testNewSampleDataXNull() {
         createRegression().newSampleData(new double[] {}, null);
     }
 
      /*
      * This is a test based on the Wampler1 data set
      * http://www.itl.nist.gov/div898/strd/lls/data/Wampler1.shtml
      */
     @Test
     public void testWampler1() {
         double[] data = new double[]{
             1, 0,
             6, 1,
             63, 2,
             364, 3,
             1365, 4,
             3906, 5,
             9331, 6,
             19608, 7,
             37449, 8,
             66430, 9,
             111111, 10,
             177156, 11,
             271453, 12,
             402234, 13,
             579195, 14,
             813616, 15,
             1118481, 16,
             1508598, 17,
             2000719, 18,
             2613660, 19,
             3368421, 20};
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
 
 
         final int nvars = 5;
         final int nobs = 21;
         double[] tmp = new double[(nvars + 1) * nobs];
         int off = 0;
         int off2 = 0;
         for (int i = 0; i < nobs; i++) {
             tmp[off2] = data[off];
             tmp[off2 + 1] = data[off + 1];
             tmp[off2 + 2] = tmp[off2 + 1] * tmp[off2 + 1];
             tmp[off2 + 3] = tmp[off2 + 1] * tmp[off2 + 2];
             tmp[off2 + 4] = tmp[off2 + 1] * tmp[off2 + 3];
             tmp[off2 + 5] = tmp[off2 + 1] * tmp[off2 + 4];
             off2 += nvars + 1;
             off += 2;
         }
         model.newSampleData(tmp, nobs, nvars);
         double[] betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
                 new double[]{1.0,
                     1.0, 1.0,
                     1.0, 1.0,
                     1.0}, 1E-8);
 
         double[] se = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(se,
                 new double[]{0.0,
                     0.0, 0.0,
                     0.0, 0.0,
                     0.0}, 1E-8);
 
         TestUtils.assertEquals(1.0, model.calculateRSquared(), 1.0e-10);
         TestUtils.assertEquals(0, model.estimateErrorVariance(), 1.0e-7);
         TestUtils.assertEquals(0.00, model.calculateResidualSumOfSquares(), 1.0e-6);
 
         return;
     }
 
     /*
      * This is a test based on the Wampler2 data set
      * http://www.itl.nist.gov/div898/strd/lls/data/Wampler2.shtml
      */
     @Test
     public void testWampler2() {
         double[] data = new double[]{
             1.00000, 0,
             1.11111, 1,
             1.24992, 2,
             1.42753, 3,
             1.65984, 4,
             1.96875, 5,
             2.38336, 6,
             2.94117, 7,
             3.68928, 8,
             4.68559, 9,
             6.00000, 10,
             7.71561, 11,
             9.92992, 12,
             12.75603, 13,
             16.32384, 14,
             20.78125, 15,
             26.29536, 16,
             33.05367, 17,
             41.26528, 18,
             51.16209, 19,
             63.00000, 20};
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
 
 
         final int nvars = 5;
         final int nobs = 21;
         double[] tmp = new double[(nvars + 1) * nobs];
         int off = 0;
         int off2 = 0;
         for (int i = 0; i < nobs; i++) {
             tmp[off2] = data[off];
             tmp[off2 + 1] = data[off + 1];
             tmp[off2 + 2] = tmp[off2 + 1] * tmp[off2 + 1];
             tmp[off2 + 3] = tmp[off2 + 1] * tmp[off2 + 2];
             tmp[off2 + 4] = tmp[off2 + 1] * tmp[off2 + 3];
             tmp[off2 + 5] = tmp[off2 + 1] * tmp[off2 + 4];
             off2 += nvars + 1;
             off += 2;
         }
         model.newSampleData(tmp, nobs, nvars);
         double[] betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
                 new double[]{
                     1.0,
                     1.0e-1,
                     1.0e-2,
                     1.0e-3, 1.0e-4,
                     1.0e-5}, 1E-8);
 
         double[] se = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(se,
                 new double[]{0.0,
                     0.0, 0.0,
                     0.0, 0.0,
                     0.0}, 1E-8);
         TestUtils.assertEquals(1.0, model.calculateRSquared(), 1.0e-10);
         TestUtils.assertEquals(0, model.estimateErrorVariance(), 1.0e-7);
         TestUtils.assertEquals(0.00, model.calculateResidualSumOfSquares(), 1.0e-6);
         return;
     }
 
     /*
      * This is a test based on the Wampler3 data set
      * http://www.itl.nist.gov/div898/strd/lls/data/Wampler3.shtml
      */
     @Test
     public void testWampler3() {
         double[] data = new double[]{
             760, 0,
             -2042, 1,
             2111, 2,
             -1684, 3,
             3888, 4,
             1858, 5,
             11379, 6,
             17560, 7,
             39287, 8,
             64382, 9,
             113159, 10,
             175108, 11,
             273291, 12,
             400186, 13,
             581243, 14,
             811568, 15,
             1121004, 16,
             1506550, 17,
             2002767, 18,
             2611612, 19,
             3369180, 20};
 
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         final int nvars = 5;
         final int nobs = 21;
         double[] tmp = new double[(nvars + 1) * nobs];
         int off = 0;
         int off2 = 0;
         for (int i = 0; i < nobs; i++) {
             tmp[off2] = data[off];
             tmp[off2 + 1] = data[off + 1];
             tmp[off2 + 2] = tmp[off2 + 1] * tmp[off2 + 1];
             tmp[off2 + 3] = tmp[off2 + 1] * tmp[off2 + 2];
             tmp[off2 + 4] = tmp[off2 + 1] * tmp[off2 + 3];
             tmp[off2 + 5] = tmp[off2 + 1] * tmp[off2 + 4];
             off2 += nvars + 1;
             off += 2;
         }
         model.newSampleData(tmp, nobs, nvars);
         double[] betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
                 new double[]{
                     1.0,
                     1.0,
                     1.0,
                     1.0,
                     1.0,
                     1.0}, 1E-8);
 
         double[] se = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(se,
                 new double[]{2152.32624678170,
                     2363.55173469681, 779.343524331583,
                     101.475507550350, 5.64566512170752,
                     0.112324854679312}, 1E-8); //
 
         TestUtils.assertEquals(.999995559025820, model.calculateRSquared(), 1.0e-10);
         TestUtils.assertEquals(5570284.53333333, model.estimateErrorVariance(), 1.0e-6);
         TestUtils.assertEquals(83554268.0000000, model.calculateResidualSumOfSquares(), 1.0e-5);
         return;
     }
 
     /*
      * This is a test based on the Wampler4 data set
      * http://www.itl.nist.gov/div898/strd/lls/data/Wampler4.shtml
      */
     @Test
     public void testWampler4() {
         double[] data = new double[]{
             75901, 0,
             -204794, 1,
             204863, 2,
             -204436, 3,
             253665, 4,
             -200894, 5,
             214131, 6,
             -185192, 7,
             221249, 8,
             -138370, 9,
             315911, 10,
             -27644, 11,
             455253, 12,
             197434, 13,
             783995, 14,
             608816, 15,
             1370781, 16,
             1303798, 17,
             2205519, 18,
             2408860, 19,
             3444321, 20};
 
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         final int nvars = 5;
         final int nobs = 21;
         double[] tmp = new double[(nvars + 1) * nobs];
         int off = 0;
         int off2 = 0;
         for (int i = 0; i < nobs; i++) {
             tmp[off2] = data[off];
             tmp[off2 + 1] = data[off + 1];
             tmp[off2 + 2] = tmp[off2 + 1] * tmp[off2 + 1];
             tmp[off2 + 3] = tmp[off2 + 1] * tmp[off2 + 2];
             tmp[off2 + 4] = tmp[off2 + 1] * tmp[off2 + 3];
             tmp[off2 + 5] = tmp[off2 + 1] * tmp[off2 + 4];
             off2 += nvars + 1;
             off += 2;
         }
         model.newSampleData(tmp, nobs, nvars);
         double[] betaHat = model.estimateRegressionParameters();
         TestUtils.assertEquals(betaHat,
                 new double[]{
                     1.0,
                     1.0,
                     1.0,
                     1.0,
                     1.0,
                     1.0}, 1E-6);
 
         double[] se = model.estimateRegressionParametersStandardErrors();
         TestUtils.assertEquals(se,
                 new double[]{215232.624678170,
                     236355.173469681, 77934.3524331583,
                     10147.5507550350, 564.566512170752,
                     11.2324854679312}, 1E-8);
 
         TestUtils.assertEquals(.957478440825662, model.calculateRSquared(), 1.0e-10);
         TestUtils.assertEquals(55702845333.3333, model.estimateErrorVariance(), 1.0e-4);
         TestUtils.assertEquals(835542680000.000, model.calculateResidualSumOfSquares(), 1.0e-3);
         return;
     }
 
     /**
      * Anything requiring beta calculation should advertise SME.
      */
     @Test(expected=org.apache.commons.math4.legacy.linear.SingularMatrixException.class)
     public void testSingularCalculateBeta() {
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.newSampleData(new double[] {1,  2,  3, 1, 2, 3, 1, 2, 3}, 3, 2);
         model.calculateBeta();
     }
 
     @Test
     public void testNoSSTOCalculateRsquare() {
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.newSampleData(new double[] {1,  2,  3, 1, 7, 8, 1, 10, 12}, 3, 2);
         Assert.assertTrue(Double.isNaN(model.calculateRSquared()));
     }
 
     @Test(expected=NullPointerException.class)
     public void testNoDataNPECalculateBeta() {
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.calculateBeta();
     }
 
     @Test(expected=NullPointerException.class)
     public void testNoDataNPECalculateHat() {
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.calculateHat();
     }
 
     @Test(expected=NullPointerException.class)
     public void testNoDataNPESSTO() {
         OLSMultipleLinearRegression model = new OLSMultipleLinearRegression();
         model.calculateTotalSumOfSquares();
     }
 }