Done. Please feel free to contact me if anybody has any questions about the work I'm contributing.
Thank you very much Larry Diamond On Fri, Dec 11, 2009 at 3:24 PM, Julien Aymé <julien.a...@gmail.com> wrote: > Hello Larry, > > The best way to contribute would be to create a JIRA issue describing > the enhancement, with your code attached as a patch. > (URL for Commons-Math JIRA: http://issues.apache.org/jira/browse/MATH) > > Regards, > Julien > > 2009/12/11 Larry Diamond <larry_diam...@hotmail.com>: > > > > Hi - this is my first email to the commons-math group. I've been using > commons-math for quite some time, but this is the first time I've attempted > to contribute. > > > > I've added semivariance calculations to my local build of commons-math > and I would like to contribute them. > > > > Semivariance is described a little bit on > http://en.wikipedia.org/wiki/Semivariance , but a real reason you would > use them is in finance in order to compute the Sortino ratio rather than the > Sharpe ratio. > > > > http://en.wikipedia.org/wiki/Sortino_ratio gives an explanation of the > Sortino ratio and why you would choose to use that rather than the Sharpe > ratio. (There are other ways to measure the performance of your portfolio, > but I wont bore everybody with that stuff) > > > > I've already got the coding completed along with the test cases and > building using mvn site. > > > > The only two files I've modified is > src/main/java/org/apache/commons/stat/StatUtils.java and > src/test/java/org/apache/commons/math/stat/StatUtilsTest.java > > > > Is this something that people would like added to commons-math? If so, > how do we proceed? > > > > Thank you very much > > Larry Diamond > > > > _________________________________________________________________ > > Hotmail: Trusted email with Microsoft’s powerful SPAM protection. > > http://clk.atdmt.com/GBL/go/177141664/direct/01/ >
