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 14:47:29 GMT
Hello

On Mon, Sep 27, 2010 at 12:10 AM, Ted Dunning <ted.dunning@gmail.com> 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
http://acs.lbl.gov/software/colt/api/cern/jet/stat/Descriptive.html#autoCorrelation(cern.colt.list.DoubleArrayList,
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.

cheers

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