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From "Rothenberg, Michael" <MICHAEL.ROTHENB...@nexteraenergy.com>
Subject RE: [MATH] Looking for example code for the math.random and math.optimization libraries
Date Wed, 08 Dec 2010 17:57:56 GMT
Thanks for the quick response, Joe.  I am trying to pull random data based on a distribution
to start with.  

I have two variables with historical data and a correlation between them: power and gas prices.
 I am now looking to simulate some relationships.  1st step is to pull random power and gas
pairs for each time period based on a distribution (historical mean/stddev) and correlation.
Lognormal is preferred, but I can make normal into log normal if needed.

I was browsing through math.random and came across the CorrelatedRandomVectorGenerator class.
 Sounds like that is right up my alley in terms of fitting my needs... but I have no idea
how to implement/use it.

Thanks in advance for your help! 

Best regards,

Michael

w: 561.304.5921
m: 772.263.8343


-----Original Message-----
From: Haswell, Joe [mailto:josiah.d.haswell@hp.com] 
Sent: Wednesday, December 08, 2010 12:41 PM
To: Commons Users List
Subject: RE: [MATH] Looking for example code for the math.random and math.optimization libraries

Do you have any specific questions? Hard to point you in the right direction or provide help
if I don't know what you need.

Joe H.  | HP Software.

-----Original Message-----
From: Rothenberg, Michael [mailto:MICHAEL.ROTHENBERG@nexteraenergy.com] 
Sent: Wednesday, December 08, 2010 10:38 AM
To: user@commons.apache.org
Subject: [MATH] Looking for example code for the math.random and math.optimization libraries

Hi all,

I have been reading the JavaDoc and everything else I can find on the Commons.Math.Random
and .Optimization libraries, but have not figured out how to use them.  Does anyone have any
code examples/web sites/forums/etc.. that I can use?

Best regards,

Michael


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