Thank you for clarification. I have to think a little of what to do now. The thing's that you seem to cherry pick components into both commons-math and Mahout, instead of bulk porting. For instance, I found autoCorrelation(...) in Descriptive in Mahout, but not in commons-math. At the same time, there's no cholesky decomposition in Mahout, and it's in commons-math. This is a bit frustrating to me.
On Mon, Sep 27, 2010 at 12:29 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 which we took from Colt rather than from commons math > due to the compatibility constraints that commons math has. > > So, if implementing autocorr on top of Commons Math is good for you, that > sounds like an excellent option (it is just a dot product with an offset, > after all). > > IF that starts to require something that Commons Math can't easily provide, > Apache Mahout's math library (which is a separate jar, btw) may be better > since we are a bit more agile. If your time series work starts to involve > serious scaling pains, then Mahout may be a good substrate from that > standpoint as well. > > On Mon, Sep 27, 2010 at 8:15 AM, video axescon <vi...@axescon.com> wrote: > > > Hello > > > > I'm a little confused now. I want to work on time series analysis, stuff > > like GARCH or VAR. Are you suggesting that Mahout can be the proper home > > for > > time series code? I guess it doesn't matter which library to start with > as > > long as it has good basic stats, optimization 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 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> > > wrote: > > > > > > > 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. > > > > > >
