Comments (4)
The signatures were designed with interfaces in mind, but I was leaning toward not having them until it was clear what methods should belong together. I would like a sampling package that has MCMC, Importance Sampling, Latin-Hypercube, etc. It's not clear how these should look because of the univariate/multivariate problem. Those aren't goals for the dist package specifically, but they bigger picture ideas.
from stat.
I guess E-M and bayesian estimation would also be applications. I'm going to flesh out some of the tests, and then I'll try to write up multivariate normal. From there I might take a stab at some sampling.
from stat.
I've been playing with multivariate normal. Part of my motivation for the PRs on Symmetric and Triangular was to implement MVGauss. The covariance matrix should be symmetric. You need to compute the Cholesky decomposition to find probabilities, and Cholesky should return a triangular matrix.
In any event, it's still not clear to me if it should be in dist or in a different package mvdist. I'm leaning to one package right now, but I've felt strongly in the other direction in the past.
Here's what I have at the moment. There are lots of things wrong with it, but it's better than starting from scratch. http://play.golang.org/p/zjyKjDeR7H
from stat.
After a lot more development, I think interfaces this big are not a good idea. Instead, we should focus on what the smaller interfaces needed for specific purposes.
from stat.
Related Issues (20)
- stat: Add PanicTests for stat.go file HOT 1
- Check GammaRand implementation HOT 2
- Any interest in implementing CircularMean? HOT 3
- stat/distuv: introduce Func() HOT 2
- stat/distuv: Fix discrepancy between Src and Source HOT 3
- stat/distmv: NewNormalChol doesn't actually set Cholesky factor HOT 1
- stat/distmv: nil checks for sigma race against setSigma in Normal and Student's T HOT 9
- stat/distmv: Normal and StudentsT sigma field should not be accessed directly. HOT 1
- stat/distuv: add an example for Normal HOT 1
- stat/distuv: Adding F-distribution HOT 1
- A bug in combin.CombinationGenerator
- stat/distuv: incorrect length of suffStat parameter passed Normal.Fit HOT 2
- Population variance vs sample variance HOT 3
- Add FDR correction HOT 1
- Median function in `stats` HOT 3
- CovarianceMatrix can't get the symmetric matrix HOT 3
- distmv: Allow initialization of Normal with specified cholesky
- {dist,distmv}: lack package doc comment HOT 1
- proposal: reorganise stat/... HOT 9
- distuv: implement Chi Square distribution
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from stat.