Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Ajo Fod
Ok let's approach this one step at a time starting with improper integration because tests for AQ depend on it. What are the modifications to the class Infinite in Math-995 that are: 1: necessary 2: desirable for acceptance to commons? what bits of code can be reused from existing ones in commons

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Gilles
On Sat, 20 Jul 2013 06:45:10 -0700, Ajo Fod wrote: [...] If you want to pose what I and the community see as a respectable objection to including a commit, it needs to be in the form of : 1. alternative code that demonstrates a superior way of doing improper integration. With unit tests that

Re: [Math] Does any commiter understand Change of variables?

2013-07-20 Thread Ajo Fod
Laguerre is defined only in [0,+ve Inf] Hermite is defined in [-Inf,+Inf] I have two issues with the above: 1: Cant imagine how someone would use AQ. Which means as Gilles noticed, you can't focus on the hard to converge sections of the integral. 2: If you use the integration without AQ. Any funct

Re: [Math] Does any commiter understand Change of variables?

2013-07-20 Thread Ted Dunning
The math is quite simple. What is not clear is what the numerical properties are for substitution of the sort being advocated. Which functions will do better with substitution? Which will do better with Laguerre polynomials? On Sat, Jul 20, 2013 at 8:59 AM, Ajo Fod wrote: > The method is de

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Ajo Fod
Without AQ, you have the achilles heel with high frequency functions that Gilles acknowledged in his comments. So, how do you propose to do AQ with Gauss-Hermite? I guess I don't know what you mean by "numerical analysis". Cheers, Ajo. On Sat, Jul 20, 2013 at 9:38 AM, Phil Steitz wrote: >

[math] Kolmogorov-Smirnov 2-sample test

2013-07-20 Thread Phil Steitz
I am working on MATH-437 (turning K-S distribution into a proper K-S test impl) and have to decide how to implement 2-sample tests. Asymptotically, the 2-sample D_n,m test statistic (see [1]) has a K-S distribution, so for large samples just using the cdf we already have is appropriate. For small

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Phil Steitz
On 7/20/13 8:54 AM, Ajo Fod wrote: > 1. Konstantin just showed with a link that other packages use the change of > variables method. > > 2 The theoretical argument for the change of variables method is documented > on Wikipedia. It is such a standard way that it is on wikipedia. I did > another sea

[Math] Does any commiter understand Change of variables?

2013-07-20 Thread Ajo Fod
The method is described here: http://en.wikipedia.org/wiki/Integration_by_substitution My patch uses it for improper integration via the change of variable t/(1-t^2) as suggested in : http://en.wikipedia.org/wiki/Numerical_integration Please reach back if anyone understands this concept. Cheers,

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Ajo Fod
1. Konstantin just showed with a link that other packages use the change of variables method. 2 The theoretical argument for the change of variables method is documented on Wikipedia. It is such a standard way that it is on wikipedia. I did another search on google. Here is another wikipedia link:

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Ajo Fod
> his code, so I can't comment about it specifically. >> > > There was no outright rejection. > ... only painful fillibustering with objections that were tangential to the CM user experience. > > My strong impression is that the source of the problem is the > misconception that Commons Math is r

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Phil Steitz
On 7/20/13 6:45 AM, Ajo Fod wrote: > Phil, > > I feel that you are blocking/delaying the use of improper integration to > commons users with your objection that you don't understand all the > alternatives. > > If you want to pose what I and the community see as a respectable objection > to includin

Re: [Math] Cleaning up the curve fitters

2013-07-20 Thread Ajo Fod
Phil, I feel that you are blocking/delaying the use of improper integration to commons users with your objection that you don't understand all the alternatives. If you want to pose what I and the community see as a respectable objection to including a commit, it needs to be in the form of : 1. al