Online report :
http://vmbuild.apache.org/continuum/buildResult.action?buildId=2257&projectId=118
Build statistics:
State: Failed
Previous State: Ok
Started at: Sat 25 Dec 2010 06:22:40 +
Finished at: Sat 25 Dec 2010 06:24:44 +
Total time: 2m 4s
Build Trigger: Schedule
Build
I have found what I think is a bug in GKOP[1] using [performance]. I need
the functionality in the Waiter and WaiterFactory classes in
o.a.c.performance.pool to build a test case showing the bug. Having these
classes available to pool's unit tests would be good. I am not sure what
the best appro
On Fri, Dec 24, 2010 at 10:38 AM, Pavel Ryzhov wrote:
> So,
>
> I see that Monte Carlo is on Math wish list. So I've done a quite simple MC
> engine that uses 1D path generated by underlying stochastic process. It
> should be easy to extend it to multidimensional paths but it is not in my
> plans
On Fri, Dec 24, 2010 at 10:13 AM, Pavel Ryzhov wrote:
> Hi,
>
> I've implemented a Stable random generator based on Chambers-Mallows-Stuck
> method as it is described in "Handbook of computational statistics: concepts
> and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori
>
Thanks! Look
Can you use some other package to compute some quantiles for some particular
value of alpha?
On Fri, Dec 24, 2010 at 7:13 AM, Pavel Ryzhov wrote:
> The alpha interval (0, 1) stays untested.
>
So,
I see that Monte Carlo is on Math wish list. So I've done a quite simple MC
engine that uses 1D path generated by underlying stochastic process. It should
be easy to extend it to multidimensional paths but it is not in my plans yet.
The implementation is inspired by Quantlib project
(http:
Hi,
I've implemented a Stable random generator based on Chambers-Mallows-Stuck
method as it is described in "Handbook of computational statistics: concepts
and methods" by James E. Gentle, Wolfgang Härdle, Yuichi Mori
But I'm stuck on unit-testing of the generator as I don't have estimators of
Hi Phil,
thanks a lot for feedbacks and for mentoring, much more than appreciated.
I take advantage to wish you all a Merry Christmas, all the best,
Simo
http://people.apache.org/~simonetripodi/
http://www.99soft.org/
On Fri, Dec 24, 2010 at 4:32 AM, Phil Steitz wrote:
> On Thu, Dec 23, 2010 a
Le 24/12/2010 02:24, Gilles Sadowski a écrit :
> Hello.
>
>>>
>>> To avoid this case, I was wondering whether we could, instead of having
>>>public class RealVectorFormat extends CompositeFormat {
>>> // ...
>>>}
>>> have
>>> public class RealVectorFormat {
>>> CompositeFormat
