commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Amnon Lahav" <amnon.la...@gmail.com>
Subject Re: Commons.Math.Distrubition
Date Thu, 04 Oct 2007 18:28:33 GMT
sorry for the delay i just noticed the reply , i'm more then willing to 
share the code i'd love to participate in the project .
i've tried using
for (int i=19;i<list.size();i++){

//DescriptiveStatistics commonsStat = DescriptiveStatistics.newInstance();

SummaryStatistics commonsStat = SummaryStatistics.newInstance();

for (int j=i-19;j<=i;j++){

commonsStat.addValue(list.get(j).indicatorPrice());

}

Indicator indicator = new Indicator();

indicator.setTime(list.get(i).indicatorTime());

indicator.setValue(commonsStat.getStandardDeviation());

SD.add(indicator);

}

----- Original Message ----- 
From: "Phil Steitz" <phil.steitz@gmail.com>
To: "Jakarta Commons Users List" <user@commons.apache.org>
Sent: Saturday, September 29, 2007 9:25 PM
Subject: Re: Commons.Math.Distrubition


> On 9/29/07, Amnon Lahav <amnon.lahav@gmail.com> wrote:
>> Hi ,
>> how is the Standard deviation calculated in the commons math ? because 
>> i'm
>> getting diffrent values then my code which i used till far , iswtiched 
>> out
>> of runtime speed considerations and i know my code is OK since it mathces
>> the stock exchange's values ...
>> isn't is for 20days periods  ?
>> thanks .
>>
>
> The exact computation depends on whether you supply the whole array of
> values or feed them in one at a time; though for small arrays the
> results should not differ.  See
> http://commons.apache.org/math/api-1.1/org/apache/commons/math/stat/descriptive/moment/Variance.html
> for a description of the computational formulas used.  Math.sqrt is
> used to get the standard deviation from the variance.
>
> What class / method are you using?  Can you share the data and
> expected results?  If so and you can't explain the difference, please
> open a Jira ticket here.
>
> http://commons.apache.org/math/issue-tracking.html
>
> Phil
>
>>
>> ---------------------------------------------------------------------
>> To unsubscribe, e-mail: user-unsubscribe@commons.apache.org
>> For additional commands, e-mail: user-help@commons.apache.org
>>
>>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: user-unsubscribe@commons.apache.org
> For additional commands, e-mail: user-help@commons.apache.org
> 


---------------------------------------------------------------------
To unsubscribe, e-mail: user-unsubscribe@commons.apache.org
For additional commands, e-mail: user-help@commons.apache.org


Mime
View raw message