Commons-Math Wish List
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- Enabling math3.stat for ANY usage in the data mining context, there must be a MissingValues class that is able to be switched off, to hold a list of missing values, etc. This refers to any class that imports data (like DescriptiveStatistics or clustering); this is also mandatory for clustering in real-life contexts (see next entry)
- Enabling math3.clustering for ANY reasonable usage in the data mining context, there must be a small extension for the KNN++ clustering method: a usevector, of the same length as the variable vector, holding 0|1 and indicating whether a variable (column) should be used: a working versoin (exhibits also the MissingValues class) is prototypicall available here: http://code.google.com/p/noolabsimplecluster/
- Add more special math functions such as Bessel functions and so on.
- Add support for iterative linear solvers (see discussion http://mail-archives.apache.org/mod_mbox/commons-dev/201104.mbox/%3C20110413062230.2B0E41405982C@svoboda.polytechnique.org%3E): see wiki page IterativeLinearSolvers
- Add remedian statistic - The Remedian: a Robust Averaging method for Large Data Sets
- Add ability to compute the density of normal distribution and other well behaved distributions (done for some distributions https://issues.apache.org/jira/browse/MATH-222)
- Add ability to sample from some of the common distributions such as normal, gamma, beta and so on.
- Add Dirichlet, Multinomial distributions
- Add additional alternative pseudo-random number generators (PRNGs)
- Investigate alternative methods for generating values from discrete distributions http://www.jstatsoft.org/v11/i03/
- Resampling http://markmail.org/message/u3diwc76m66r7qme
- Applied-mathematical/Mathematical-physics algorithms? - Henri Yandell
- Examples, please? This item goes to the heart of what I consider an ongoing lack of consensus about what Commons-Math is supposed to be for. Should it include discipline-specific algorithms that do not overlap core numerical mathematical areas? Maybe, but we should discuss it. – AlChou
- Numerical Enhancements
- Post-SOC TODO List - Xiaogang Zhang
- Implement monte carlo simulation http://en.wikipedia.org/wiki/Monte_Carlo_method
- Prime Numbers Functionality – SharonLourduraj
- Naive Primality Testing
- Probablistic Tests
- Ofcourse, we will take it slowly, this area is vast and time consuming.
- Implementing algorithms for practicality, and look into optimizing the algorithms (in terms of implementing it).
- AbstractStorelessUnivariateStatistic.evaluate(...) and all the workhorse implementations in subclasses should be static methods. – NickGuenther
- StandardDeviation has versions of .evaluate which take a precalculated mean. It would be nice if the same sort of thing could be had for all the other measures (e.g. skewness & kurtosis should be able to take both precalculated means and standard deviations) – NickGuenther
- Generalized Matrix Inversion, as I describe on http://mjollnir.com/matrix/ – Rand Huso
- Estimation of Omega in GLSMultipleLinearRegression using, for example Feasible Generalized Least Squares http://en.wikipedia.org/wiki/Feasible_generalized_least_squares
- Add convolution, Laplace transform, Z-transform and similar signal/image processing and filtering related essentials.
- Add further functionality for BigDecimal and BigInteger arithmetic in particular a power function that will input two BigDecimal type numbers and raise one to the power of the other and return the result correct to a number of specified decimal places. This may best be added to the util.MathUtils class along with other pow functions - suggested by Andy Turner (2011-01-20)
- Add fitter functions for linear models similar to lm.wfit in R(2011-11-14)
- A mixed integer linear programming solver
- A quadratic programming solver