Re: [math] Deprecating

2012-05-06 Thread Sébastien Brisard
Hi Dimitri, Ted, thanks for both taking the time to provide such detailed and interesting answers. I now need to digest all this. >From what I already understand, I think that Gilles' suggestion, which we finally settled for was probably the best one! Best regards, Sébastien -

Re: [math] Deprecating

2012-05-06 Thread Ted Dunning
This sort of problem can often be approached from a Bayesian point of view with a result that is a bit more intuitive. The basic idea for this is that the data are measurements that come from some process that is parameterized. These parameters are sampled from some very non-specific distribution

Re: [math] Deprecating

2012-05-06 Thread Dimitri Pourbaix
Sebastien, Hi Dimitri, I'm obviously missing something in my litterature review. I did a new MC simulation, with a much smaller number of observation points (namely 3, to fit a straight line!!!). It turns out that the formula you are advocating for is the best estimate of the standard deviation

Re: [math] Deprecating "guessParametersErrors"

2012-05-04 Thread Sébastien Brisard
Hi, > >> >> Before closing the issue, I'd like to commit the "test" I've attached to >> MATH-784. It's not really a "unit" test (as it doesn't "assert" anything >> yet) but it shows the meaning of "sigma". >> I've ended the class name with the string "TestValidation" so that it does >> not run by d

Re: [math] Deprecating "guessParametersErrors"

2012-05-04 Thread Sébastien Brisard
Hi Gilles, > > Before closing the issue, I'd like to commit the "test" I've attached to > MATH-784. It's not really a "unit" test (as it doesn't "assert" anything > yet) but it shows the meaning of "sigma". > I've ended the class name with the string "TestValidation" so that it does > not run by d

Re: [math] Deprecating "guessParametersErrors"

2012-05-04 Thread Gilles Sadowski
> > [...] > > For clarity's sake (design-wise), I propose to remove the > > "guessParametersErrors" method, and add a "getSigma" (as syntactic sugar). > > > I'm OK with that. As a first step, we deprecate it, and stipulate in > the javadoc that getSigma() should be used instead. We emphasize that >

Re: [math] Deprecating "guessParametersErrors"

2012-05-04 Thread Sébastien Brisard
2012/5/4 Gilles Sadowski : > Hello. > >> I'm obviously missing something in my litterature  review. I did a new >> MC simulation, with a much smaller number of observation points >> (namely 3, to fit a straight line!!!). It turns out that the formula >> you are advocating for is the best estimate o

Re: [math] Deprecating "guessParametersErrors"

2012-05-04 Thread Gilles Sadowski
Hello. > I'm obviously missing something in my litterature review. I did a new > MC simulation, with a much smaller number of observation points > (namely 3, to fit a straight line!!!). It turns out that the formula > you are advocating for is the best estimate of the standard deviation > of the

Re: [math] Deprecating

2012-05-04 Thread Sébastien Brisard
Hi Dimitri, I'm obviously missing something in my litterature review. I did a new MC simulation, with a much smaller number of observation points (namely 3, to fit a straight line!!!). It turns out that the formula you are advocating for is the best estimate of the standard deviation of the parame

Re: [math] Deprecating

2012-05-04 Thread Sébastien Brisard
Hi Dimitri, I think we agree on the two different concepts (sd of the parameters, and confidence interval), and we also agree that the terminology in CM should be precise. For the moment, the formula for guessParametersErrors is sqrt(chi^2 / dof * cov[i][i]) this is I believe the formula for the st

Re: [math] Deprecating

2012-05-04 Thread Dimitri Pourbaix
Hi, Hi, attached to MATH-784 (https://issues.apache.org/jira/browse/MATH-784) is a Monte-Carlo simulation which might be used to explore this issue. For the time being, it confirms that * guessParametersErrors() indeed estimates the sd on the parameters, * the sqrt of the diagonal coefficients o

Re: [math] Deprecating

2012-05-03 Thread Sébastien Brisard
Hi, attached to MATH-784 (https://issues.apache.org/jira/browse/MATH-784) is a Monte-Carlo simulation which might be used to explore this issue. For the time being, it confirms that * guessParametersErrors() indeed estimates the sd on the parameters, * the sqrt of the diagonal coefficients of the c

Re: [math] Deprecating

2012-05-03 Thread Sébastien Brisard
BTW, I've just noticed the very poor subject of this thread. I'm sorry for that, was too quick clicking the "send" button. Sébastien - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: de

Re: [math] Deprecating

2012-05-03 Thread Sébastien Brisard
Hi, 2012/5/3 Gilles Sadowski : > Hello. > >> in this thread, >> http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E >> I suggested that we deprecate guessParametersErrors() and replace it >> with getParametersStandardDeviation()

Re: [math] Deprecating

2012-05-03 Thread Gilles Sadowski
Hello. > in this thread, > http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E > I suggested that we deprecate guessParametersErrors() and replace it > with getParametersStandardDeviation(), since the implemented formula > seem

Re: [math] Deprecating

2012-05-03 Thread Dimitri Pourbaix
Sebastien, Hi, in this thread, http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E I suggested that we deprecate guessParametersErrors() and replace it with getParametersStandardDeviation(), since the implemented formula seem

Re: [math] deprecating the ode.jacobians package

2010-11-20 Thread Luc Maisonobe
Le 14/11/2010 17:19, Luc Maisonobe a écrit : > Hello, > > One large change that was done for version 2.1 was to add a way to > compute the partial derivatives of an ODE final state with respect to > both its initial state and problem parameters. This was done by creating > a new ode.jacobians pack