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From Larry Diamond <ldiam...@ldiamond.com>
Subject Re: [MATH] Proposal to add semivariance to StatUtils.java
Date Fri, 11 Dec 2009 20:44:33 GMT
Done.  Please feel free to contact me if anybody has any questions about the
work I'm contributing.

Thank you very much
Larry Diamond

On Fri, Dec 11, 2009 at 3:24 PM, Julien Aymé <julien.ayme@gmail.com> wrote:

> 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
> >
> > _________________________________________________________________
> > Hotmail: Trusted email with Microsoft’s powerful SPAM protection.
> > http://clk.atdmt.com/GBL/go/177141664/direct/01/
>

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