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Comment: Automatic estimation of error var-cov matrix in GLSMultipleLinearRegression

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    Add remedian statistic - \[http://www.agoras.ua.ac.be/abstract/Remrob90.htm The Remedian: a Robust Averaging method for Large Data Sets\]
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    Add ability to compute the density of normal distribution and other well behaved distributions (done for some distributions \[https://issues.apache.org/jira/browse/MATH-222\])
  • Add ability to sample from some of the common distributions such as normal, gamma, beta and so on.
  • Add Dirichlet, Multinomial distributions
  • Add additional alternative pseudo-random number generators (PRNGs)
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    Investigate alternative methods for generating values from discrete distributions \[http://www.jstatsoft.org/v11/i03/\]
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    Resampling \[http://markmail.org/message/u3diwc76m66r7qme\]
  • Applied-mathematical/Mathematical-physics algorithms? - Henri Yandell
    • Examples, please? This item goes to the heart of what I consider an ongoing lack of consensus about what Commons-Math is supposed to be for. Should it include discipline-specific algorithms that do not overlap core numerical mathematical areas? Maybe, but we should discuss it. – AlChou
  • Numerical Enhancements
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      \[http://zxg32.blogchina.com/2787280.html Post-SOC TODO List\] - Xiaogang Zhang
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    Replace some of the discrete pmf and pdf methods with methods based on Catherine Loader's alogorithms \[http://www.herine.net/stat/papers/dbinom.pdf\].  These algorithms address some of the problems we experienced with large parameter values and have been adopted by many software packages including R.
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    Implement monte carlo simulation \[http://en.wikipedia.org/wiki/Monte_Carlo_method\]
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    \[wiki:PrimeNumbers Prime Numbers Functionality\] -- [SharonLourduraj]
    • Naive Primality Testing
    • Probablistic Tests
    • Ofcourse, we will take it slowly, this area is vast and time consuming.
    • Implementing algorithms for practicality, and look into optimizing the algorithms (in terms of implementing it).
  • AbstractStorelessUnivariateStatistic.evaluate(...) and all the workhorse implementations in subclasses should be static methods. – NickGuenther
  • StandardDeviation has versions of .evaluate which take a precalculated mean. It would be nice if the same sort of thing could be had for all the other measures (e.g. skewness & kurtosis should be able to take both precalculated means and standard deviations) – NickGuenther
  • A 'between' function for checking number ranges. I've searched and could not find one, but if this functionality already exists, please contact me – AlexMarshall
  • Generalized Matrix Inversion, as I describe on http://mjollnir.com/matrix/ – Rand Huso
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    Estimation of Omega in GLSMultipleLinearRegression using, for example Feasible Generalized Least Squares \[http://en.wikipedia.org/wiki/Feasible_generalized_least_squares\]