> -----Original Message----- > From: Phil Steitz [mailto:[EMAIL PROTECTED] > Sent: Friday, June 06, 2003 12:21 PM > To: [EMAIL PROTECTED] > Subject: [math] proposed ordering for task list, scope of initial > release > > > Here is a *proposed* ordering for the task list, with a little commentary > added. > > One thing that I want to make *very* clear up front, is that I > *never* intended > the task list or the items listed in the scope section of the > proposal to be > definitive. All that is definitive are the guiding principles, > which just try > to keep us focused on stuff that people will find both useful and > easy to use. > I expected that the actual contents of the first release would > include some > things not on the list and would exclude some of the things > there. At this > stage, as Jouzas pointed out, it is more important for us to > build community > than to rush a release out the door. So if there are things that fit the > guidelines that others would like to contribute, but which are > not on the list, > *please* suggest them. Also, for those who may not have dug into > the code, but > who may be interested in contributing, please rest assured that deep > mathematical knowledge is not required to help. We can review > implementations > and deal with mathematical problems as they arise, using our > small but growing > community as a resource. The same is obviously true on the the > Java/OS tools > side -- no need to be an expert to contribute. > > OK, long-winded disclaimer aside, here is how I see the task list ordered: > > * The RealMatrixImpl class is missing some key method implementations. The > critical thing is solution of linear systems. We need to implement a > numerically sound solution algorithm. This will enable inverse() and also > support general linear regression. -- I think that Brent is > working on this.
The only thing I've done is the Cholesky decomposition. I haven't done anything for the general linear system case. > * t-test statistic needs to be added and we should probably add > the capability > of actually performing t- and chi-square tests at fixed > significance levels > (.1, .05, .01, .001). -- This is virtually done, just need to > define a nice, > convenient interface for doing one- and two-tailed tests. Thanks > to Brent, we > can actually support user-supplied significance levels (next item) Anyone have any thoughts on the interface? I was thinking of an Inference interface that supports the conducting of one- and two-tailed tests as well as constructing their complementary confidence intervals. Or, if we want to separate concerns create both a HypothesisTest and a ConfidenceInterval interface, one for each type of inference. Either way, I would use the tried-and-true abstract factory way of creating inference instances. Comments are welcome. > > * numerical approximation of the t- and chi-square distributions to enable > user-supplied significance levels. See above. Someone just > needs to put a > fork in this. Tim? Brent? Done. > > * *new* add support for F distribution and F test, so that we can report > signinficance level of correlation coefficient in bivariate regression / > signinficance of model. I will do this if no one else wants to. Done. I'll probably knock out a few more easy continuous distributions to get them out of the way. > > * Framework and implementation strategie(s) for finding roots or > real-valued > functions of one (real) variable. Here again -- largely done. I > would prefer > to wait until J gets back and let him submit his framework and R. Brent's > algorithm. Then "our" Brent's implementation and usage can be integrated > (actually not much to do, from the looks of the current code) and > I will add my > "bean equations" stuff (in progress). Sounds good. > > * Extend distribution framework to support discrete distributions > and implement > binomial and hypergeometric distributions. I will do this if no > one else wants > to. If someone else does it, you should make sure to use the log > binomials in > computations. Binomial can easily be obtained using the regularized beta function that is already defined. Hypergeometric will be a little more work as I don't think there's a compact formula to compute the cpf. One thing to note, since the discrete distributions do not have nice invertible mappings for critical values to probabilities like those found for continuous distributions, how should the inverseCummulativeProbability method work? For a given probability, p, should the method return one value, x, such that x is the largest value where P(X <= x) <= p? Or the smallest value, x, where P(X <= x) >= p. Or should the method return two values, x0 and x1, such that P(X <= x0) <= p <= P(X <= x1)? > > * Exponential growth and decay (set up for financial > applications) I think this > is just going to be a matter of finding the right formulas to add > to MathUtils. > I don't want to get carried away with financial computations, > but some simple, > commonly used formulas would be a nice addition to the package. > We should also > be thinking about other things to add to MathUtils -- religiously > adhering to > th guiding principles, of course. Al's sign() is an excellent > example of the > kind of thing that we should be adding, IMHO. Things that might be added: Average of two numbers comes up a lot. Something similar to JUnit's assertEquals(double expected, double actual, double epsilon). Simple methods like isPositive, isNegative, etc. can be used to make boolean expressions more human readable. Some other constants besides E and PI: golden ratio, euler, sqrt(PI), etc. I've used a default error constant several places. It would be nice to come up with a central location for such values. In addition to the above, has any thought gone into a set of application exceptions that will be thrown. Are we going to rely on Java core exceptions or are we going to create some application specific exceptions? As I recall J uses a MathException in the solver routines and I added a ConvergenceException. Should we expand that list or fold it into one generic application exception or do away with application exceptions all together? Brent Worden http://www.brent.worden.org --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]