mahout git commit: replace \( and \) with 21745 in regression dir

[a***@apache.org]

Repository: mahout
Updated Branches:
refs/heads/asf-site 7d5d398da -> be7bef00c


replace \( and \) with 21745 in regression dir


Project: http://git-wip-us.apache.org/repos/asf/mahout/repo
Commit: http://git-wip-us.apache.org/repos/asf/mahout/commit/be7bef00
Tree: http://git-wip-us.apache.org/repos/asf/mahout/tree/be7bef00
Diff: http://git-wip-us.apache.org/repos/asf/mahout/diff/be7bef00

Branch: refs/heads/asf-site
Commit: be7bef00c25bea1fb2ce30b532ec09968802043d
Parents: 7d5d398
Author: Andrew Palumbo <***@apache.org>
Authored: Sun Dec 24 14:05:16 2017 -0800
Committer: Andrew Palumbo <***@apache.org>
Committed: Sun Dec 24 14:05:16 2017 -0800

----------------------------------------------------------------------
docs/latest/algorithms/regression/ols.html | 4 ++--
.../regression/serial-correlation/cochrane-orcutt.html | 12 ++++++------
.../regression/serial-correlation/dw-test.html | 8 ++++----
3 files changed, 12 insertions(+), 12 deletions(-)
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http://git-wip-us.apache.org/repos/asf/mahout/blob/be7bef00/docs/latest/algorithms/regression/ols.html
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diff --git a/docs/latest/algorithms/regression/ols.html b/docs/latest/algorithms/regression/ols.html
index 2bf9c6f..241062d 100644
--- a/docs/latest/algorithms/regression/ols.html
+++ b/docs/latest/algorithms/regression/ols.html
@@ -191,12 +191,12 @@ This is in stark contrast to many “big data machine learning” frameworks whi
</tr>
<tr>
<td><code>'calcStandardErrors</code></td>
- <td>Calculate the standard errors (and subsequent "t-scores" and "p-values") of the \(\boldsymbol{\beta}\) estimates</td>
+ <td>Calculate the standard errors (and subsequent "t-scores" and "p-values") of the \(\boldsymbol{\beta}$$ estimates</td>
<td><code>true</code></td>
</tr>
<tr>
<td><code>'addIntercept</code></td>
- <td>Add an intercept to \(\mathbf{X}\)</td>
+ <td>Add an intercept to \(\mathbf{X}$$</td>
<td><code>true</code></td>
</tr>
</table>

http://git-wip-us.apache.org/repos/asf/mahout/blob/be7bef00/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html
----------------------------------------------------------------------
diff --git a/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html b/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html
index bc6278b..3547b50 100644
--- a/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html
+++ b/docs/latest/algorithms/regression/serial-correlation/cochrane-orcutt.html
@@ -217,7 +217,7 @@ coch = cochrane.orcutt(my_lm)
<p>Steps:</p>
<ol>
<li>Normal Regression</li>
- <li>Estimate <foo>\(\rho\)</foo></li>
+ <li>Estimate <foo>$$\rho$$</foo></li>
<li>Get Estimates of Transformed Equation</li>
<li>Step 5: Use Betas from (4) to recalculate model from (1)</li>
<li>Step 6: repeat Step 2 through 5 until a stopping criteria is met. Some models call for convergence-
@@ -229,13 +229,13 @@ Kunter et. al reccomend 3 iterations, if you don’t achieve desired results, us

<ol>
<li>“Cochrane-Orcutt does not always work properly. A major reason is that when the error terms
- are positively autocorrelated, the estimate <foo>\(r\)</foo> in (12.22) tends to underestimate the autocorrelation
- parameter <foo>\(\rho\)</foo>. When this bias is serious, it can significantly reduce the effectiveness of the
+ are positively autocorrelated, the estimate <foo>$$r$$</foo> in (12.22) tends to underestimate the autocorrelation
+ parameter <foo>$$\rho$$</foo>. When this bias is serious, it can significantly reduce the effectiveness of the
Cochrane-Orcutt approach.</li>
- <li>“There exists an approximate relation between the <a href="dw-test.html">Durbin Watson test statistic</a> <foo>\(\mathbf{D}\)</foo> in (12.14)
- and the estimated autocorrelation paramater <foo>\(r\)</foo> in (12.22):</li>
+ <li>“There exists an approximate relation between the <a href="dw-test.html">Durbin Watson test statistic</a> <foo>$$\mathbf{D}$$</foo> in (12.14)
+ and the estimated autocorrelation paramater <foo>$$r$$</foo> in (12.22):</li>
</ol>
-<center>\(D ~= 2(1-\rho)\)</center>
+<center>$$D ~= 2(1-\rho)$$</center>

<p>They also note on p492:
“… If the process does not terminate after one or two iterations, a different procedure

http://git-wip-us.apache.org/repos/asf/mahout/blob/be7bef00/docs/latest/algorithms/regression/serial-correlation/dw-test.html
----------------------------------------------------------------------
diff --git a/docs/latest/algorithms/regression/serial-correlation/dw-test.html b/docs/latest/algorithms/regression/serial-correlation/dw-test.html
index 0d064af..4c29515 100644
--- a/docs/latest/algorithms/regression/serial-correlation/dw-test.html
+++ b/docs/latest/algorithms/regression/serial-correlation/dw-test.html
@@ -168,19 +168,19 @@
<h3 id="about">About</h3>

<p>The <a href="https://en.wikipedia.org/wiki/Durbin%E2%80%93Watson_statistic">Durbin Watson Test</a> is a test for serial correlation
-in error terms. The Durbin Watson test statistic <foo>\(d\)</foo> can take values between 0 and 4, and in general</p>
+in error terms. The Durbin Watson test statistic <foo>$$d$$</foo> can take values between 0 and 4, and in general</p>

<ul>
<li>
- <foo>\(d \lt 1.5 \)</foo>
+ <foo>$$d \lt 1.5 $$</foo>
<p>implies positive autocorrelation</p>
</li>
<li>
- <foo>\(d \gt 2.5 \)</foo>
+ <foo>$$d \gt 2.5 $$</foo>
<p>implies negative autocorrelation</p>
</li>
<li>
- <foo>\(1.5 \lt d \lt 2.5 \)</foo>
+ <foo>$$1.5 \lt d \lt 2.5 $$</foo>
<p>implies to autocorrelation.</p>
</li>
</ul>