evaluate to include a 3rd math-lib

[nimo23]

When I have this:

SimpleLinearRegressionIndicator reg = new SimpleLinearRegressionIndicator(close, 7);

and it outputs this for index n:

closeprice(n): "27.82"
simpleLinearReg(n): "27.7761"

does this mean the following ?:

For index n the value of n+1 is probably around "27.7761" (= prediction value).

Does "SimpleLinearRegressionIndicator" outputs the "predictionValue" for the next comming index?

Is this something like this from commons-math "SimpleLinearRegression":
http://commons.apache.org/proper/commons-math/userguide/stat.html

System.out.println(regression.predict(1.5d))
// displays predicted y value for x = 1.5

[team172011]

Yes, if you take a look at the test file:

    @Test
    public void calculateLinearRegression() {
        double[] values = new double[] { 1, 2, 1.3, 3.75, 2.25 };
        ClosePriceIndicator indicator = new ClosePriceIndicator(new MockTimeSeries(values));
        SimpleLinearRegressionIndicator reg = new SimpleLinearRegressionIndicator(indicator, 5);
        
        SimpleRegression origReg = buildSimpleRegression(values);
        assertDecimalEquals(reg.getValue(4), origReg.predict(4));
    }

In the last line the test should be successful if SimpleLinearRegressionIndicator returns value of origReg(int i) call from org.apache.commons.math3.stat.regression.SimpleRegression that

Returns the "predicted" y value associated with the supplied x value, based on the data that has been added to the model when this method is activated.

I think SimpleLinearRegressionIndicator should not predict any values, but calculate the current value of the linear regression

other math tools better from 3rd lib
You are right, the org.apache.commons.math3 rep is very powerful. We could use it to improve peformance and correctness, but would break with "Minimal 3rd party dependencies" and the "MIT license". Depending on how many indicators could be improved i could imagine to do so.

Regarding also #75

[nimo23]

Please evaluate the inclusion of a proper 3rd-party-math-lib.

[team172011]

Wont fix because of changes resulting from #75 and #88 (Decimal Interface..)