Thanks Gilles This is a new feature, but extends an existing class. Should I target version 3.7 or version 4.0 of commons.math?
By the way, what are the key differences in version 4 of commons.math? Thank you, - Daniel On 16 May 2016 at 17:48, Gilles <gil...@harfang.homelinux.org> wrote: > Hi. > > On Mon, 16 May 2016 14:40:06 +0100, Daniel Winterstein wrote: >> >> Hello, >> >> I was doing some work with Kalman Filters recently, and I noticed the >> implementation in commons.math is missing a couple of features, namely >> smoothing and model-fitting. >> >> Would it be good to add these? > > > Sure. > >> A little bit more on the model and the proposed features: >> The Kalman Filter is a model for time-series data. >> The version in commons.maths can do prediction (i.e. given the state >> now, predict the next state). >> The algorithm can also do smoothing (given a sequence of data, perhaps >> with gaps, estimate the most likely state at each step) -- but this >> version doesn't have an implementation. >> Also, given a time-series dataset, you can fit a Kalman Filter. There >> isn't a precise solution, but using expectation maximisation works >> well. >> >> I am new to the Apache Commons mailing list -- please forgive me if >> this is the wrong way to go about things. > > > This is the right way. > All significant changes/additions to the code must be decided on here. > > Then the implementation details can be discussed within a dedicated issue > on the bug-tracking system: > https://issues.apache.org/jira/browse/MATH > > > Thanks in advance for your contributions, > Gilles > > >> >> Kind regards, >> - Daniel > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > -- -------------------------------------- Dr Daniel Winterstein Director Edinburgh +44 (0)772 5172 612 http://sodash.com http://sogrow.co.uk --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
