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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-287) Add support for weighted descriptive statistics
Date Sat, 22 Aug 2009 15:15:14 GMT

    [ https://issues.apache.org/jira/browse/MATH-287?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12746466#action_12746466
] 

Phil Steitz commented on MATH-287:
----------------------------------

Thanks for the patch!

Looks good.  Don't worry about the extraneous diffs in this case, as it looks to me like what
is going on is that your editor is stripping trailing spaces, which is a good thing.  These
should not be in the source, so this is a (trivial) improvement.

Here are some comments.

1) unit tests.  We need unit tests before we can apply this patch.  See the src/tests directory
for examples.  Adding unit tests to the patch would be most appreciated.  Once we have these,
I can commit the code.

Before resolving this issue, we should consider

2) adding the capability to other statistics and to the "storeless" versions (i.e., add an
increment(value, weight) method
3) once we have covered all statistics that they contain,  add new addValue(-, weight) methods
to the statistical aggregate classes (DescriptiveStatistics, SummaryStatistics)

Thanks again for the patch.

> Add support for weighted descriptive statistics
> -----------------------------------------------
>
>                 Key: MATH-287
>                 URL: https://issues.apache.org/jira/browse/MATH-287
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 2.0
>            Reporter: Matthew Rowles
>            Priority: Minor
>         Attachments: weighted.patch
>
>
> Add support for weighted descriptive statistics, such as weighted variance.
> An example method call would be Variance.evaluate(double[] values, double[] weights,
int begin, int length)
> - Suggested by  mickeydog@taosnet.com on the mailing list.

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