Thank you, Ted. no, they don't have inverse Wishart. That's probably the only one that is interesting enough and they don't have. I am looking again at those hierarchical implementations along the lines of Agarwal's RLFMs.
On Mon, Feb 10, 2014 at 4:47 AM, Ted Dunning <[email protected]> wrote: > So far these have been satisfied by commons math. > > Not sure if commons has the wishart distribution. It should be a moderate, > but reasonable amount of work to implement. > > Inverse gamma should be relatively trivial (generate from x ~ Gamma, return > 1/x) > > > > On Sun, Feb 9, 2014 at 9:51 PM, Dmitriy Lyubimov <[email protected]> > wrote: > > > Hi, > > > > I vaguely remember mention of stat external dependencies in mahout. What > > dependencies we would rely on if we wanted to sample say from inverse > gamma > > or wishart? > > > > Thanks in advance . > > >
