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From Thomas Neidhart <thomas.neidh...@gmail.com>
Subject Re: [math] Stochastic Process
Date Mon, 03 Jun 2013 19:06:57 GMT
On 06/03/2013 04:10 PM, Phil Steitz wrote:
> On 6/3/13 4:18 AM, Thomas Neidhart wrote:
>> Hi,
>>
>> to start working on the Monte Carlo engine (see MATH-463) I would like to
>> break this thing up in multiple pieces. One thing that could be added
>> independently is the concept of a stochastic process (e.g. Wiener,
>> BrownianMotion, ...).
> 
> +1
>>
>> The code in the contribution is already a pretty good start, but the
>> question would be where to put it. We do not yet have a stochastic base
>> package, and random is also not such a good fit imho.
>>
>> I see various options:
>>
>>  - random.process: well it models a random process ...
> 
> random was originally intended to just house random data generation
> stuff.  I would see stochastic processes as logical clients of the
> generators in random, but I see the logic here.
>>  - stochastic.process: downside of adding another top-level package
> 
> It think this is probably the best.  I tend to favor shallow and
> wide over deep and narrow because it makes it easier to find things
> and leads to less head-scratching about why things are where they
> are.  What are the other stochastic.x that you have in mind?

I would also prefer this, but currently I do not have a clear idea of
other packages that would reside beneath stochastic.

>>  - stat.process: well, statistics is a sub-group of stochastic so it would
>> not be perfect
> 
> He he.  A probabilist, I assume :)  What you probably really mean is
> probability.stochastic.process, probability.stat.*.  Too deep for me :)

yes, I would not propose something like that ;-).

Thomas

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