December 15th, 2010, 2:57 am
QuoteOriginally posted by: quantmehQuoteOriginally posted by: BornToBeTraderCointegeration, ARMA, ARIMA, ARCH, GARCH, and hopefully, some non-linear regression. i didnt see pure Java libraries with these. i've been contemplating to write this stuff myself since past Summerthere's apache-commons-math and its offspring Mahout, but they don't have these methods.What's your opinion about Mahout. It uses Hadoop right? Is it a good api for data mining, statistical applications. Is it growing, extensible? How well does it handle really large data sets. What have you used it for?Thx