Sure, Would love to incorporate additional statistical routines, time series analysis and the like. The underlying code is very stable and adding more routines would aid in robustness and versatility.
I find myself writing my own. For instance ARIMA is simply a variation of your MultivariateFunction optimizers. Bill On Tue, Jan 2, 2018 at 7:45 AM, Rob Tompkins <[email protected]> wrote: > Ok. Was just trying to make a suggestion to think about shooting for > incremental changes specifically with [math] to go along with all of the > good work with the other mathematical projects. > > -Rob > > > On Jan 2, 2018, at 5:43 AM, Gilles <[email protected]> wrote: > > > > Hello. > > > > On Mon, 1 Jan 2018 19:27:00 -0500, Rob Tompkins wrote: > >>> On Jan 1, 2018, at 7:08 PM, Bill Igoe <[email protected]> wrote: > >>> > >>> Hi Gang, > >>> > >>> I noted a recent exchange on OLS regarding Math Commons. Thus far I > find > >>> the Math Commons working flawlessly. I am also working on a project > for > >>> pure real time financial optimization using the Linear Programming > >>> algorithm of Math commons. I designed my code to flip between the > QSOPT > >>> package and the Math common LP algo to check the robustness and > consistency > >>> of results. I get exactly same answers in both and that LP is using > over > >>> 2000 variables and 3000 constraints! > >> > >> Many thanks for the encouragement. > >> > >> All - any thoughts on trying to do a release on [math] is the 3.X > >> branch stable? > > > > This branch is unsupported; making a new release based on it will > > send the wrong signal and is likely to generate bug reports already > > filed on "master" (with "Fix version" set to 4.0), and sometimes > > fixed there (or in "RNG" or in "Numbers"). > > > > You'd basically scratch almost 3 years of continuous work: > > ---CUT--- > > commit e4e1ac23c734f65686be4bc0e503f82f941afd4d > > Author: Thomas Neidhart <[email protected]> > > Date: Mon Feb 16 23:37:23 2015 +0100 > > > > Update for next development iteration: commons-math4 > > ---CUT--- > > > >> Are there any small bug fixes we can do to make small > >> incremental changes and release those? > > > > Any time spent on back-porting fixes from "master" will be better > > used for advancing towards the release of "Commons Numbers", and > > other components with supported (reviewed and fixed) codes, > > according to the "plan" (cf. ML archive for details). > > Help welcome. > > > >> > >> -Rob > >> > >>> > >>> Keep up the good work and I am looking forward to the 'split' between > >>> Commons Math and Statistics. > > > > As outlined in another thread, high-level functionalities with > > positive feedback, like the one referred to here, can be ported > > to a new component, with low-level supporting codes (but possibly > > buggy) being hidden in "internal" packages until they are ported > > (or released) themselves. > > Comments, and help with experimenting, on this approach welcome. > > E.g. the contents of "o.a.c.m.stat.regression" would become a > > module of "Commons Stat". > > > >>> > >>> Cheers to you all and have a great 2018 > > > > Thanks and best regards, > > Gilles > > > >>> > >>> Bill Igoe > > > > > > --------------------------------------------------------------------- > > To unsubscribe, e-mail: [email protected] > > For additional commands, e-mail: [email protected] > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [email protected] > For additional commands, e-mail: [email protected] > >
