Hello On Mon, Sep 27, 2010 at 12:10 AM, Ted Dunning <[email protected]> wrote:
> Everything in Colt was untested and as a result there were bugs and > inconsistencies. > > As part of the Mahout project I havent heard of this project yet, will check it out. > Since autocorrelation depends on FFT's to compute and because it would be > quite a bit of work to implement good tests FFT's, I > think that is still the right decision for us to have made. > > it doesn't have to be FFT to compute simple autocorrelation for a given lag, or first 20 lags like in SAS. I'm not sure if Colt was using FFT here http://acs.lbl.gov/software/colt/api/cern/jet/stat/Descriptive.html#autoCorrelation(cern.colt.list.DoubleArrayList, int, double, double) maybe I should have been more clear, there's autocorr function in matlab. This thing is a full ACF analysis with graphs. It's also required, but not what I meant in my first email. If you have a need for autocorrelation and would like to work with us to > rehabilitate and port the associated Colt code, I would > be happy to help by advising about our nascent conventions about how we are > organizing our code and what sort of testing and > porting is needed. > > I'm contemplating it. I'm a little bit concerned about the bureaucracy in this project, it could be easier for me to simply implement it for myself. cheers
