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From video axescon <>
Subject Re: [math] autocorr
Date Mon, 27 Sep 2010 14:47:29 GMT

On Mon, Sep 27, 2010 at 12:10 AM, Ted Dunning <> wrote:

> Everything in Colt was untested and as a result there were bugs and
> inconsistencies.
> As part of the Mahout project

I havent heard of this project yet, will check it out.

> Since autocorrelation depends on FFT's to compute and because it would be
> quite a bit of work to implement good tests FFT's, I
> think that is still the right decision for us to have made.
it doesn't have to be FFT to compute simple autocorrelation for a given lag,
or first 20 lags like in SAS. I'm not sure if Colt was using FFT here,
int, double, double)

maybe I should have been more clear, there's autocorr function in matlab.
This thing is a full ACF analysis with graphs. It's also required, but not
what I meant in my first email.

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.


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