As I e-mailed Matt just now, I think this is a great idea. I will most likely start with the symbolic construction of Markov Chains and work from there. -Chase
On Tuesday, March 4, 2014 9:02:55 AM UTC-8, F. B. wrote: > > > > On Tuesday, March 4, 2014 6:18:18 AM UTC+1, Chase Relock wrote: >> >> I was looking at SymPy's matrix code and was curious if that supports >> symbolic computation right now or is it only numeric? >> > > Of course you can put symbols inside sympy matrices (if that is what you > mean), for numeric-only ones, have a look at numpy (technically numpy could > be forced to use symbols, but it's not straightforward). > > >> As for some of the individual pieces, I think the following are important >> concepts needed in financial statistics that I am unsure SymPy currently >> has functionality for: >> kernel density estimators for PDFs >> Empirical distribution functions >> Statistical moments >> Stochastic Processes >> Stochastic/Ito Calculus >> Time series >> Matrix decomposition (spectral, singular value) >> >> > What about introducing stochastic processes, Martingales and Ito > integration (all in symbolic representation, of course)? I think that could > already be a good project. > > By the way, I have been using the sympy.stats module, and I get a lot of > *NotImplementedError*, and other kinds of errors. Finishing that parts > would be great, too. > -- You received this message because you are subscribed to the Google Groups "sympy" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/sympy. To view this discussion on the web visit https://groups.google.com/d/msgid/sympy/2d2d1a0a-d939-4a97-aaac-7623877865dd%40googlegroups.com. For more options, visit https://groups.google.com/groups/opt_out.
