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From Julien Aymé <julien.a...@gmail.com>
Subject Re: [MATH] Proposal to add semivariance to StatUtils.java
Date Fri, 11 Dec 2009 20:24:48 GMT
Hello Larry,

The best way to contribute would be to create a JIRA issue describing
the enhancement, with your code attached as a patch.
(URL for Commons-Math JIRA: http://issues.apache.org/jira/browse/MATH)

Regards,
Julien

2009/12/11 Larry Diamond <larry_diamond@hotmail.com>:
>
> Hi - this is my first email to the commons-math group.  I've been using commons-math
for quite some time, but this is the first time I've attempted to contribute.
>
> I've added semivariance calculations to my local build of commons-math and I would like
to contribute them.
>
> Semivariance is described a little bit on http://en.wikipedia.org/wiki/Semivariance ,
but a real reason you would use them is in finance in order to compute the Sortino ratio rather
than the Sharpe ratio.
>
> http://en.wikipedia.org/wiki/Sortino_ratio gives an explanation of the Sortino ratio
and why you would choose to use that rather than the Sharpe ratio.  (There are other ways
to measure the performance of your portfolio, but I wont bore everybody with that stuff)
>
> I've already got the coding completed along with the test cases and building using mvn
site.
>
> The only two files I've modified is src/main/java/org/apache/commons/stat/StatUtils.java
and src/test/java/org/apache/commons/math/stat/StatUtilsTest.java
>
> Is this something that people would like added to commons-math?  If so, how do we proceed?
>
> Thank you very much
> Larry Diamond
>
> _________________________________________________________________
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