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Commons-Math Wish List

A list of feature requests made by Commons-Math users, contributors, and committers. These requests will be considered when deciding on new functionality for future releases. At any time, additional feature requests can be added simply by editing this page.

  • Add remedian statistic - [http://www.agoras.ua.ac.be/abstract/Remrob90.htm 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

    • [http://zxg32.blogchina.com/2787280.html Post-SOC TODO List] - Xiaogang Zhang

  • 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.

  • Implement monte carlo simulation [http://en.wikipedia.org/wiki/Monte_Carlo_method]

  • [wiki:PrimeNumbers 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
  • A 'between' function for checking number ranges. I've searched and could not find one, but if this functionality already exists, please contact me – AlexMarshall
  • 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]

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