commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From video axescon <vi...@axescon.com>
Subject Re: [math] autocorr
Date Mon, 27 Sep 2010 15:15:48 GMT
Hello

I'm a little confused now. I want to work on time series analysis, stuff
like GARCH or VAR. Are you suggesting that Mahout can be the proper home for
time series code? I guess it doesn't matter which library to start with as
long as it has good basic stats, optimization and matrix code in it to start
with. Commons math seemed to be more logical choice to me.

cheers


On Mon, Sep 27, 2010 at 11:04 AM, Ted Dunning <ted.dunning@gmail.com> wrote:

> Commons math has a strict backwards compatibility constraint.
>
> Apache Mahout does not.
>
> For fixed lag, it should only require a few lines of code in Mahout and you
> should be up and running in a week or so on the trunk version.
>
> On Mon, Sep 27, 2010 at 7:47 AM, video axescon <video@axescon.com> wrote:
>
> > If you have a need for autocorrelation and would like to work with us to
> > > rehabilitate and port the associated Colt code, I would
> > > be happy to help by advising about our nascent conventions about how we
> > are
> > > organizing our code and what sort of testing and
> > > porting is needed.
> > >
> > >
> > I'm contemplating it. I'm a little bit concerned about the bureaucracy in
> > this project, it could be easier for me to simply implement it for
> myself.
>

Mime
  • Unnamed multipart/alternative (inline, None, 0 bytes)
View raw message