On Thu, Oct 1, 2015 at 4:07 PM, Gilles wrote:
> On Thu, 1 Oct 2015 15:40:24 -0700 (PDT), Rebecca2w2 wrote:
>
>> Hey, I'm new so maybe I'm missing something, but here we go.
>>
>
> The first thing you have missed[1] is that posts' subject line should
> be prefixed
David,
The Poisson distribution tells you things like the probability of different
numbers of ambulances being dispatched.
For simulation purposes, it is usually far preferable to use the
exponential distribution to compute the time of the next ambulance. In R,
computing 100 dispatch times
The NFS mount trick allows all of the files to appear via the local://*
file system.
Otherwise, it is true that the wire protocol for MapR FS is different from
HDFS. In fact, the wire protocol for different versions of HDFS are
different as well.
But what is standard is how different
On Mon, Aug 18, 2014 at 1:15 AM, Bobic, Tamara tamara.bo...@hpi.de wrote:
However, I realized that I should be using a special variant of Pearson if
one of the variables is nominal - Point Biserial correlation coefficient.
Doesn't this just work if you build a surrogate for the dichotomous
Have you considered using an interactive system like R, Matlab or Octave?
You might be happier.
Or even have you considered goal search in Excel?
On Wed, Aug 13, 2014 at 6:08 PM, South Light southligh...@gmail.com wrote:
Hi,
May be someone can help me with this problem.
Given the
Arne,
I think you are correct.
On Mon, Aug 4, 2014 at 7:34 AM, Arne Schwarz schwarz.a...@gmail.com wrote:
2014-08-04 13:43 GMT+02:00 Gilles gil...@harfang.homelinux.org:
On Sun, 3 Aug 2014 18:18:24 +0200, Arne Schwarz wrote:
Hi,
I saw that to calculate the gain matrix the actual
I can't comment on the details here but explicitly inverting a matrix is almost
always wrong.
Sent from my iPhone
On Aug 3, 2014, at 8:53, Arne Schwarz schwarz.a...@gmail.com wrote:
Hi,
I saw that to calculate the gain matrix the accual inverse of the residual
covariance matrix is
Have you tried nesting univariate integrators?
That is the function passed to the first integrator would be something that
calls the second integrator?
This strategy is disastrous for high dimensionality, but should be adequate
with two variable.
On Tue, Jul 29, 2014 at 9:11 PM, Marcelo Alves
On Sun, Jul 20, 2014 at 9:18 PM, Mansour Al Akeel mansour.alak...@gmail.com
wrote:
As Luc said, it will big project to write a parser that takes any
equation as a string, and generate the matrix (2-dimensional array) to
feed it into Commons Math.
It actually isn't a big project.
See
On Sun, Jul 20, 2014 at 12:01 AM, Luc Maisonobe l...@spaceroots.org wrote:
There are no parser in Apache Commons Math to build such systems
directly from string representations. We already discussed about this
and decided not to implement parsers, as they are already big projects
by
That is one article, but it doesn't actually compare the numerical
stability or efficiency of this method. It just invokes the stability of
numerical linear algebra. Whether this is a good way to compute roots is
an open question.
The other major question here is operation count. Computing
With no inequality constraints, the flow continuity constraint should not
require a simplex solver.
If there are limitations on maximum flow on some or all links then simplex
does come into play. Without such limits, not. IF there are non-linear
flow relations such as come into play in
In electrical and fluid flow problems, it is customary to encode flow to a node
as positive and flow from as negative. This reduces your constraints to a much
simpler form
Sum_j A_ij = 0
A_ij = A_ji
Sent from my iPhone
-
To
=A_ji) for the constraint. However, I didn't (and still don't) see a
way to create a constraint in the optimization class that will let me use
anything other than a number for the right hand side.
Do you know if this library has this ability?
On May 22, 2014 8:33 AM, Ted Dunning ted.dunn
On Tue, Apr 8, 2014 at 2:52 PM, paul womack pwom...@papermule.co.uk wrote:
Gilles wrote:
I think that calling gcd ensures that the result will not overflow for
the largest possible range of arguments.
It's part of the code logic.
Maybe you could write methods that implement the naive
Why is this more than arithmetic?
http://en.wikipedia.org/wiki/Penman%E2%80%93Monteith_equation
On Mon, Mar 24, 2014 at 10:22 AM, AJ Weber awe...@comcast.net wrote:
Sorry for the newbie question, but has anyone written a java method to
solve the Peman-Monteith eq given the daily mean temp,
on this java-math-related mailing list has this handy, and
is willing to share, whether they leveraged the Commons Math library or not.
-AJ
On 3/24/2014 1:25 PM, Ted Dunning wrote:
Why is this more than arithmetic?
http://en.wikipedia.org/wiki/Penman%E2%80%93Monteith_equation
On Mon, Mar
I think that this can actually be solved using linear methods (for the
quadratic error).
The values of x, x^2, xy, y, y^2 and 1 can be considered coefficients of
the terms a, b, c, d, e and f. Linear least squares systems of this form
can be solved directly without use of an optimizer by using
Andrea,
How would you like to handle the fact that you may have an infinite number
of solutions? Will you be happy with any of them? Or do you somehow want
to find all of them?
On Thu, Dec 5, 2013 at 5:31 AM, andrea antonello andrea.antone...@gmail.com
wrote:
Hi, I need a hint about how
Commons math decided not to support sparse matrices due to the difficulty
of getting them just right.
The problem is that 0 * Inf = NaN, not 0. This means that for floating
point math, 0 * x = x is not a true identity.
The problem really arises when the 0 in question could be either stored as
a
On Sun, Oct 13, 2013 at 5:17 AM, Gilles gil...@harfang.homelinux.orgwrote:
Most sparse matrices just punt and say they are sorry in a very
non-IEEE-754 sort of way.
How do they do that, practically?
Sorry, I was being cute.
What I mean is that they libraries implement a sparse matrix
My feeling is that documentation donations are always welcome.
It is important to mark translations with a version since they will fall
out of date.
On Tue, Aug 6, 2013 at 3:27 PM, Игорь Цюцюрупа
igor.tsutsurup...@gmail.comwrote:
Hello,
I'm wondering if whether it is necessary to translate
On Mon, Jul 8, 2013 at 9:34 AM, Alexander Nozik alta...@gmail.com wrote:
By the way is it normal that I have not received your answer via e-mail?
Do I have to be subscribed to receive answers?
It is luck of the draw, but mostly you won't get responses without
subscribing. Some people may
Why do you say this is a simple operation?
Sent from my iPhone
On Jul 4, 2013, at 7:42, Ben Titmarsh ben.titma...@hotmail.co.uk wrote:
Hi,
I am looking for a library that can provide the mode
(http://en.wikipedia.org/wiki/Mode_%28statistics%29) of a set numbers. This
is a simple
I think I am under informed here.
Isn't the matrix exponential normally computed using eigen decomposition? It
seems from the series expansion that all that is involved is to exponentiate
the diagonal in the eigen vector form.
Sent from my iPhone
On May 28, 2013, at 11:18, Michael
of a matrix, the
Schur decomposition and eigendecompositions among them.
The algorithm implemented by Matlab's expm() uses a Pade approximation and
a square-and-rescale technique that is supposedly faster and numerically
very robust.
On May 28, 2013, at 3:28 PM, Ted Dunning ted.dunn
Your question lacks enough details to be certain about what you are doing but
if you are fitting a Gaussian distribution defined by exp(-(x-m)^2/(2 s^2))/z
then the result can't be negative no matter what.
It is possible that your calculation of the gaussian is buggy. Or it is
possible that
My recommendation is to write it.
This is a pretty simple thing to implement except for a few presentation
level details like the naming of the independent variables.
If you write it well with test cases, then it will fit your needs and is
likely to be adopted and maintained by the Apache
If you really must do this, use a solver and feed it the identity matrix.
That is, given the matrix A, solve the matrix system AX = I
Any solver that handles complex matrix right hand sides will do this for
you. Iterative calls to a solver with successive columns of I can also be
used to fill
Modulo certain typos.
On Fri, Mar 16, 2012 at 10:52 AM, Luc Maisonobe luc.maison...@free.frwrote:
In this case, you can create a FiledMatrixComplex using
MatrixUtils.createFildMatrix factory method (or just use a constructor
of the field matrix class you prefer). Then use
On Sat, Oct 22, 2011 at 8:40 PM, Ahmed Abdeen Hamed ahmed.elma...@gmail.com
wrote:
...
Thanks very much for your quick response. I am doing some simulations that
produce probailities which are in turn must be compared to certains rates.
Here is an example of what I am doing:
if
You could just define a 3D line that is in a plane. The distance will be
the same.
On Tue, Aug 2, 2011 at 9:47 AM, Curtis Jensen cur...@the-jensens.orgwrote:
I see the 3D Line class has a distance to a point method. Is there
something equivalent for the 2D Line class and the 2D Segment
The beta distribution can help with your problem of marking a system as
working or not, but I think that a better approach is the Poisson
distribution which is intended to describe events occurring in time.
The rub is that almost all processes worth monitoring have highly variable
rates and all
on what you want to make inference about.
Cheers, Mikkel.
2011/3/17 Ted Dunning ted.dunn...@gmail.com:
The beta distribution can help with your problem of marking a system as
working or not, but I think that a better approach is the Poisson
distribution which is intended to describe events
For the overall average you need is the total time and total characters. Do
the division at presentation time.
If you want a decaying moving average, then a variant on Welford's method is
useful for an on-line estimate. I just had such a discussion in the hbase
group. For that you need state,
On Mon, Mar 14, 2011 at 12:34 PM, Luc Maisonobe luc.maison...@free.frwrote:
Le 14/03/2011 15:33, Benson Margulies a écrit :
Please excuse the following ignorant question.
I want to maintain summary statistics of a rate. At each 'event', I
know the number of characters and the time it
Phil,
A big part of the problem as I understand it is that these rates are needed
across a potentially quite large distributed system.
On Mon, Mar 14, 2011 at 1:42 PM, Phil Steitz phil.ste...@gmail.com wrote:
On 3/14/11 12:34 PM, Luc Maisonobe wrote:
Le 14/03/2011 15:33, Benson Margulies a
This approach is fine for relatively well-behaved distributions. Anything
more skewed than, say, an exponential or as long tailed as a t(3)
distribution is likely to have troubles with this approach.
See
Do you actually need an optimizer for this? What happened to computing the
mean and standard deviation and using those?
On Sun, Jan 30, 2011 at 5:08 PM, Ole Ersoy ole.er...@gmail.com wrote:
Hi,
I'm trying to fit a normal distribution to a curve (I'm assuming the LM
Optimizer is a good tool
approach to
using the LM Optimizer, otherwise it's going to be a long night :).
On 01/30/2011 07:30 PM, Ted Dunning wrote:
Do you actually need an optimizer for this? What happened to computing
the
mean and standard deviation and using those?
On Sun, Jan 30, 2011 at 5:08 PM, Ole Ersoyole.er
While we are at this sort of talk, R has awesome capabilities in this regard
as well.
On Wed, Dec 8, 2010 at 11:35 AM, Haswell, Joe josiah.d.hasw...@hp.comwrote:
If you're starting from scratch, I strongly recommend SciPy/NumPy. The
libraries are truly first-rate, Python is absurdly easy to
Using a single error measure for a wide range of functions doesn't work well
(as you have noted).
The fundamental problem is that squared error is a *really* bad metric on
curves like this. If you plot your original function and the fitted
version, you will see what the issue is. I took, for
Two variants on this, what about splitting into chunks of the form
[\-+]?\d+i? instead? Each chunk could be parsed separately
and combined by adding.
Secondly, whether or not the inverted form or redundant forms like 0+4i or
5+3+2i are common, is there really any penalty to making the parse be
Commons math has a strict backwards compatibility constraint.
Apache Mahout does not.
For fixed lag, it should only require a few lines of code in Mahout and you
should be up and running in a week or so on the trunk version.
On Mon, Sep 27, 2010 at 7:47 AM, video axescon vi...@axescon.com
and matrix code in it to
start
with. Commons math seemed to be more logical choice to me.
cheers
On Mon, Sep 27, 2010 at 11:04 AM, Ted Dunning ted.dunn...@gmail.com
wrote:
Commons math has a strict backwards compatibility constraint.
Apache Mahout does not.
For fixed lag, it should only
:29 PM, Ted Dunning ted.dunn...@gmail.com
wrote:
In general, commons math *is* the better choice for general mathematical
computing. Their mission is to provide a general mathematical substrate.
Apache Mahout's mission is to provide scalable data mining. Part of that
requires basic math
that it's outside Mahout's domain?
On Mon, Sep 27, 2010 at 1:39 PM, Ted Dunning ted.dunn...@gmail.com
wrote:
Mahout's primary math support is inherited from Colt, but we are actively
deleting capabilities from Colt that we don't think
will contribute to scalable data mining goal because
Everything in Colt was untested and as a result there were bugs and
inconsistencies.
As part of the Mahout project, we have redefined the matrix primitives to be
more amenable to our needs and simpler to extend than the original Colt
arrays. We have been busily either testing and converting code
Take Math.sin as an example. Should you have to instantiate a Math object
just to compute the sine?
On Fri, Sep 10, 2010 at 8:18 PM, Guy Rouillier guyr-...@burntmail.comwrote:
On 9/10/2010 9:15 AM, Martin Gainty wrote:
Ray and crew
other than accomodating a main driver such as public
Apache Mahout also has a matrix package with sparse matrix support. In
particular, iterateNonZero is supported and there are multiple sparse
vector/matrix formats that provide different performance trade-offs.
Our purpose is not necessarily to be a general purpose math package and the
system is
R is a statistical package that has nice data analysis capabilities as well
as providing a decent matrix arithmetic substrate.
It won't help you at all with your computation because it just uses hardware
floats.
On Mon, Aug 16, 2010 at 4:29 PM, Juan Barandiaran
barandiaran.j...@gmail.com wrote:
I think that you need to consider what your problem really is. Is this
equation even as accurate as 10^-300? What will the physical consequences
of such small errors be?
If you really think you need to solve this numerically, then I see that you
have two choices:
a) use some unbounded
Distributed applications need a good coordination layer.
Apache Zookeeper provides a very nice implementation for this.
On Mon, Jul 19, 2010 at 8:15 AM, Praveen Sripati
praveensrip...@gmail.comwrote:
Servers gets added and removed all the time
in the cloud. I am not sure if a change in DBCP
I would think that the difference between the 75-th %-ile and the 25-th
%-ile would be more to the point.
On Thu, Jun 10, 2010 at 5:44 AM, Adam Hardy
ahardy.str...@cyberspaceroad.com wrote:
If I want to distribute my data into buckets for a distribution bar chart
or graph, is there a way to
Do you mean you are writing C++ to be called from Java?
If so, one of Commons Math, Mahout http://lucene.apache.org/mahout/ (with
matrix operations derived distantly from Colt) or
JMThttp://code.google.com/p/matrix-toolkits-java/ are
likely to fit your needs much better.
None of these systems
Rserve may be of more use to you: http://www.rforge.net/Rserve/
http://www.rforge.net/Rserve/
On Wed, Apr 28, 2010 at 4:45 AM, Sachin Dole sachin.d...@gmail.com wrote:
R probably has a large superset of features that math provides while it
tries to solve a very different type of problem too.
Turner a.g.d.tur...@leeds.ac.ukwrote:
Interesting that this is a precision issue. I'm not surprised depending on
what you are doing, double precision may not be enough. It depends a lot on
how the calculations are broken into smaller parts. BigDecimal is
fantastically useful...
--
Ted Dunning
had used BigDecimal the ranks would have matched to the ones from R.
Is there something I am missing?
--
Ted Dunning, CTO
DeepDyve
would also be appreciated.
Thanks for this work. Up to now we had almost no reliable comparison
tools. This will help us improve our library.
--
Ted Dunning, CTO
DeepDyve
nearly
identical performance.
--
Ted Dunning, CTO
DeepDyve
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To unsubscribe, e-mail: user-unsubscr...@commons.apache.org
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DeepDyve
);
assertEquals(1, clusters.size());
}
--
Ted Dunning, CTO
DeepDyve
domain so you can fork it to
your heart's content). Commons math is an ongoing, vital project that you
can influence and contribute to.
On Mon, Oct 19, 2009 at 3:24 AM, Phil Steitz phil.ste...@gmail.com wrote:
Commons-math is not a complete replacement for JAMA.
--
Ted Dunning, CTO
DeepDyve
= parameters[0];
exp = parameters[1];
power = Math.pow( x, exp );
return ( coef * power );
} // value
} // class PowerFunction
--
Ted Dunning, CTO
DeepDyve
...@commons.apache.org
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DeepDyve
to maintain the existing developers code.
--
Ted Dunning, CTO
DeepDyve
needs in code generators like jelly.
This is a key point and I think we dramatically differ on this.
You say that round-tripping is not necessarily a bad thing and I say that it
is *necessarily* a bad thing. As in, it is not a good thing. Indeed, it
is a bad thing.
--
Ted Dunning, CTO
DeepDyve
with
commons utils which takes care of this internally ?
Ted Dunning wrote:
I find manuals very handy for questions like this:
http://java.sun.com/j2se/1.5.0/docs/api/java/io/PrintWriter.html#printf(java.lang.String,%20java.lang.Objecthttp://java.sun.com/j2se/1.5.0/docs/api/java/io
Ahh... excellent.
Chris Bishop's book Pattern Recognition and Machine Learning is a *really*
excellent resource for relatively modern machine learning. Also good is
Andrew Gelman's book Data Analysis Using Regression and Multilevel
Hierarchical Models, but you will have to read between the lines
= ListUtils.toMap(list, new SomeTransformerInterface() {
void insertIntoMap(Object object, Map map) {
SpecificObject s = (SpecificObject) object;
map.put(s.getId(), s.getDescription());
}
});
Is there a way to do that with commons collection ?
Thank you very much
--
Ted Dunning, CTO
I apologize for not reading your thread with great care, but I think that
your problem is pretty clear.
The issue is not to do with gets and puts overlapping. The issue is that a
put or remove happened during the life of your iterator.
One way to avoid this is to synchronize the entire method
and the community are very good about
helping people start with rough submissions and get them polished enough to
fit in well.
--
Ted Dunning, CTO
DeepDyve
interesting.
On Mon, Mar 2, 2009 at 6:25 AM, Jelle Herold je...@defekt.nl wrote:
I cannot easily extend RealMatrix with these methods by subclassing
(because the inherited
multiply then wouldn't get me a transform.
--
Ted Dunning, CTO
DeepDyve
29, 2009 at 6:25 PM, Ted Dunning ted.dunn...@gmail.com
wrote:
Multiply by a reasonably large prime number p and reduce modulo 2^n where
n
is big enough.
Since p and 2^n are relatively prime, this method will permute the
numbers
in [0, 2^n). You can compute compute q such that p q = 1
in the
database, or it's amount of data
It's easy to convert some long to a String using a 26 based number
conversion.
I now need some mathematical function to disperse my sequenc-generated ID
into the numbers space.
Any suggestion ?
Nicolas
--
Ted Dunning, CTO
DeepDyve
4600 Bohannon
You might consider a dedicated cache like varnish or squid. They make
it very easy to factor out this kind of configuration.
Sent from my iPhone
On Dec 5, 2008, at 16:46, mummana [EMAIL PROTECTED]
wrote:
I want to use the mod_cache ONLY for the static files. When I use
the below
will be substantial
and you will not have the impact of changing frameworks.
Really.
On Tue, Nov 25, 2008 at 11:43 AM, vupt vupt [EMAIL PROTECTED] wrote:
I am restricted from using any frameworks like
Hibernate, Spring, Ibatis.
--
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DeepDyve
4600 Bohannon Drive, Suite 220
Menlo Park, CA 94025
)
in string format. The idea is to keep things simple by avoiding optional
parts.
Luc
- Mail Original -
De: Ted Dunning [EMAIL PROTECTED]
À: Commons Users List user@commons.apache.org
Envoyé: Mardi 21 Octobre 2008 12:31:54 GMT +01:00 Amsterdam / Berlin /
Berne / Rome / Stockholm / Vienne
Or maybe it would be interesting to request it as an Improvement to
the Commons Math developers, adding an aggregator to all Statistics
implementations?
If you want to request this improvement, please open a ticket for it
using our JIRA tracking system:
On Wed, Sep 3, 2008 at 11:33 AM, Garrett Smith [EMAIL PROTECTED]wrote:
This example:
assertTrue( StringEscapeUtils.isHtmlEscaped(lt;bgt;textlt;/bgt;)
);
- is flawed.
The flaw is searching for unescaped entities, not searching for no
unescaped entities.
...
You make some good
Isn't this a pretty simple regex? Just look for 's and 's without entity
syntax.
On Tue, Sep 2, 2008 at 11:28 AM, Gabriel Reis [EMAIL PROTECTED] wrote:
Hi,
Is there any tool to verify if a String is escaped? Something like this:
assertFalse( StringEscapeUtils.isHtmlEscaped(btext/b) );
suspect that creating a really robust test would involve dealing with a
number of gotchas. For example, is this string escaped?
StringEscapeUtils.isHtmlEscaped (Use this HTML:
'lt;bgt;textlt;/bgt;')
-- fas
F. Andy Seidl
MyST Technology Partners, Inc.
-Original Message-
From: Ted
I doubt that you really want a chi^2 test for this in any case. You could
use it if you binned the amounts so that you are comparing counts, but you
would only find out if there was a difference, not whether there was an
interesting difference.
Most likely, what you want is an unpaired,
I note that the continuous distributions in the commons math package don't
have an entry point to compute the probability density function.
Clearly some distributions have some points where the PDF is undefined, but
why is there no method for all of the distributions where it is defined?
Is this
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