quantQ
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hanssmail
The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
I think the formula is *EMAi(λ) = xi ✕ (1-λ) + EMAi-1 ✕ λ* Not *xi-1* in the first term. Thanks,
Excuse me. In the directory "data", I can't find the dataset that used in the book.
Regarding .quantQ.ols.olsTab under tabStats "f"$count[y] should read "f"$count[`y] because `y is referencing a variable under ols.fit, which counts all nonmissing observations in the table.
Both in the book and in the library the ols.RMSE function is implemented using the wavg function, but this seems to me incorrect, since wavg is according to the documentation...
Hi, in page 255 function ols.fStatistics has a count[] function that is not necessary and is actually corrected in the library. I mention this in case you want to add...
I have been reading this book and found that .quantQ.io.dpftsAppend uses .Q.qm which was used when kdb was unable to map certain data types into memory, This feature now exists...
fix errors in quantQ_ta.q and quantQ_covarianceShocks.q
