On 11/17/13 6:02 AM, Ajo Fod wrote: > The Sandia report is free. The javadoc link is paywalled. I'd recommend > linking a free version if you want people to have unfettered access. > > Does the paywalled document describe how to do the aggregate/combine/reduce > operation we talked about in https://issues.apache.org/jira/browse/MATH-1016? > The Sandia report does. > > Also, I've been working off the Sandia report and I think that adequately > describes what is going on in the classes. Let me know if you are aware of > any differences.
What the moment classes do is described exactly in the class javadoc inline. Per comment above, SecondMoment is *not* what the Sandia reference describes. West's algorithm is *not* what that reference describes either. If you can find a free reference to West's algorithm for the variance computation I will gladly add it. Phil > > Cheers, > -Ajo. > > > On Sat, Nov 16, 2013 at 11:34 AM, Phil Steitz <phil.ste...@gmail.com> wrote: > >> On 11/16/13 3:55 AM, Ajo Fod wrote: >>> Hello, >>> >>> The document: >>> >> http://commons.apache.org/proper/commons-math/javadocs/api-3.2/index.htmlis >>> relevant to First/Second/Moments, could someone add it to those >>> classes >>> as well? >> The javadoc for first and second moments and variance now describes >> exactly what the updating algorithms are. The moments use >> recurrences similar to what the reference you provided suggests, but >> they are explicitly stated in the javadoc and pretty elementary. In >> general, when we can provide full algorithm descriptions in [math] >> javadoc, we prefer to do that, as it makes it clear exactly what we >> are computing. If what you are suggesting is that we change the >> updating formulas, please clarify and explain the numerical >> rationale for the change. The (storeless) variance computation uses >> West's updating algorithm [1], as documented in the class javadoc >> for Variance. One other thing to bear in mind here is that what we >> call "SecondMoment" is a not really the standard second moment >> statistic. The difference is made clear in the class javadoc. This >> statistic is a building block used by other stats and its definition >> reflects that. >> >> Phil >> >> [1] http://doi.acm.org/10.1145/359146.359152 >>> >>> This link is already documented in : >>> >>> >>> >>> >>> *org.apache.commons.math3.stat.correlation.StorelessCovariance* >>> >> >> --------------------------------------------------------------------- >> To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org >> For additional commands, e-mail: dev-h...@commons.apache.org >> >> --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
