[math] new incremental statistics project in C#

2008-12-18 Thread Bradford Cross
The list might recall when I was working on so-called rolling statistics last year. I needed to use C# so I had to port what I needed from commons-math and extend for the rolling cases, and put it together with a pre-existing library. You might be interested in the project. Please check it out a

Re: [Math] rolling calculations with lag

2007-10-24 Thread Bradford Cross
New patch for rolling stats is attached to ticket. Notes are included. Please review and get back to me. On 10/13/07, Bradford Cross <[EMAIL PROTECTED]> wrote: > > I am fixing these issues tonight and finishing up the ranking statistics. > > > I still need to optimize the s

Re: Percentile

2007-10-15 Thread Bradford Cross
re to join me? ;-) > > Sounds like fun too. > > Hanson Char > > > On 10/15/07, Bradford Cross <[EMAIL PROTECTED]> wrote: > > Indeed, I was working on it this weekend as part of my work on Rolling > > statistics (RollingPercentile.) I need to submit the patch

Re: Percentile

2007-10-15 Thread Bradford Cross
Indeed, I was working on it this weekend as part of my work on Rolling statistics (RollingPercentile.) I need to submit the patch this week so that we can commit the changes - but there is some pending discussion about API and high level design. I agree that we should also replace the algorithm fo

Re: [Math] rolling calculations with lag

2007-10-13 Thread Bradford Cross
backward compatability and just have a convienience method for getValue(double quantile). Thoughts? On 10/12/07, Bradford Cross <[EMAIL PROTECTED]> wrote: > > > > On 10/12/07, Phil Steitz <[EMAIL PROTECTED]> wrote: > > > > Thanks! > > > >

Re: [Math] rolling calculations with lag

2007-10-12 Thread Bradford Cross
l flag this, but two other little things I noticed are > the presence of tabs (we use spaces in place of tabs) and if - then - > else with no braces (we like braces). >>>No problem, I will make these changes, add javadoc and resubmit the patch. Thanks again for your interest and cont

Re: [Math] rolling calculations with lag

2007-10-11 Thread Bradford Cross
Cool - first patch finally submitted. :-) On 10/6/07, Phil Steitz <[EMAIL PROTECTED]> wrote: > > On 10/3/07, Bradford Cross <[EMAIL PROTECTED]> wrote: > > OK, I have created a patch...I tried to follow the instructions to file > a > > bug on bugzilla but i can&

Re: [Math] rolling calculations with lag

2007-10-03 Thread Bradford Cross
; > On 9/22/07, Bradford Cross <[EMAIL PROTECTED]> wrote: > > Greetings! > > > > Recently I stumbled into the Commons math project; nice design, good > > abstractions, "smart updates" and even unit tests! :-) > > > Thanks! > > > the Sm

Re: [Math] rolling calculations with lag

2007-09-29 Thread Bradford Cross
On 9/29/07, Phil Steitz <[EMAIL PROTECTED]> wrote: > > On 9/22/07, Bradford Cross <[EMAIL PROTECTED]> > > > the Smart updates are a key feature for event stream processing / time > > series simulation. The only piece that is missing from a time series > >

[Math] rolling calculations with lag

2007-09-22 Thread Bradford Cross
Greetings! Recently I stumbled into the Commons math project; nice design, good abstractions, "smart updates" and even unit tests! :-) the Smart updates are a key feature for event stream processing / time series simulation. The only piece that is missing from a time series analysis and simulati