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From Patrick Meyer <meyer...@gmail.com>
Subject Re: [math] StorelessCovariance
Date Thu, 18 Aug 2011 03:09:19 GMT
OK, after fidgeting with NetBeans for too long without results, I went 
with Phil's suggestion and just used subversion at the command prompt. 
It was much easier than trying to configure NetBeans.

I uploaded the patch this evening. It includes two new classes 
StorelessCovariance.java and StorelessCovarianceMatrix.java. I also 
included a new test class StorelessCovarianceTest.java.

Interestingly, the one-pass algorithm is slightly less accurate than the 
two-pass algorithm. I had to reduce the tolerance from 10E-9 to 10E-7 in 
order for tests to pass with the Longley data. The tolerance was not 
changed for the Swiss data. It remained 10E-13 for the Swiss data.

The one-pass algorithm is described in a paper by Pebay (2008) 
http://prod.sandia.gov/techlib/access-control.cgi/2008/086212.pdf

Thanks for everyone's help.

Patrick



On 8/17/2011 12:13 PM, Patrick wrote:
> I am workin on the StorelessCovariance per jira MATH-449. However, I'm 
> having a hard time using subversion via Netbeans. I have successfully 
> created the new classes and a JUnit test. However, when I run the test 
> I get the following message,
>
> "caused an ERORR: Absent Code attribute in method that is not native 
> or abstract in class file org/apache/commons/math/TestUtils"
>
> Any help would be appreciated. I have a lot to contribute to commons 
> math but my lack of experience with subversion is really hindering me.
>
> Thanks,
> Patrick
>
>
>
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