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Wiki Markup Add remedian statistic - \[http://www.agoras.ua.ac.be/abstract/Remrob90.htm The Remedian: a Robust Averaging method for Large Data Sets\]
- Add alternative pseudo-random number generators (PRNGs)
- "implement good random number generators, e.g., like those described in Numerical Recipes or Knuth". – AlChou
Wiki Markup I highly recommend working with Paul Houle \[http://www.honeylocust.com/RngPack/\] to get these random number generators integrated into the math library. He has stated to me in the past that he is willing to relicense them under the Apache license. As well I beleive that with the BSD being compatable with Apache licensing, there would be little stopping us from integrating them ourselves as a derivative work. - Mark Diggory - Pluggable as of 1.1 release.
Wiki Markup Investigate alternative methods for generating values from discrete distributions \[http://www.jstatsoft.org/v11/i03/\]
Wiki Markup Add sparse matrix implementation. \[http://mail-archives.apache.org/eyebrowse/BrowseList?listName=commons-dev@jakarta.apache.org&by=thread&from=736078\]
- Add Vector implementation (RealVector would extend RealMatrix)
Wiki Markup Develop Genetic Algorithms Framework \[http://mail-archives.apache.org/eyebrowse/BrowseList?listName=commons-dev@jakarta.apache.org&by=thread&from=882939\]
Wiki Markup Resampling \[http://mail-archives.apache.org/eyebrowse/BrowseList?listName=commons-dev@jakarta.apache.org&by=thread&from=582054\]
- 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
Wiki Markup "Rolling" statistics with large windows but limited storage \[http://mail-archives.apache.org/eyebrowse/ReadMsg?listName=commons-dev@jakarta.apache.org&msgNo=41870\]
- I don't understand; we already have some storage-less statistics. What am I missing from the post you refer to? – AlChou
- Oh, I remember now that with the standard deviation algorithm I researched, in order to maintain a rolling window, it would have to store all the data in the window so it could delete the least recent one while adding the most recent one. Sorry for the denseness. – AlChou
- Numerical Enhancements
- Fast Fourier Transform - Code needs review and commit (BZ #36404)
Wiki Markup \[http://zxg32.blogchina.com/2787280.html Post-SOC TODO List\] - Xiaogang Zhang
- ANOVA in stat.inference package.
Wiki Markup Multiple regression \[http://mail-archives.apache.org/mod_mbox/jakarta-commons-dev/200401.mbox/%3c20040128222224.17393.qmail@web41704.mail.yahoo.com%3e\]
- QR decomposition (used for multiple regression)
Wiki Markup Replace some of the discrete pmf and pdf methods with methods based on Catherine Loader's alogorithms \[http://www.herine.net/stat/papers/dbinom.pdf\]. These algorithms address some of the problems we experienced with large parameter values and have been adopted by many software packages including R.
Wiki Markup Implement the Levenberg-Marquardt method \[http://mathworld.wolfram.com/Levenberg-MarquardtMethod.html\] -- [CarlManaster]