Re: [boost] Proposed Boost Library for Data Series Analysis

On Jun 1, 2004, at 11:24 PM, Tom Brinkman wrote:

I've created a library for data series calculation and analysis.

I've received permission to open-source the library and I would like to submit it for review to the boost if there is sufficient interest.

I would be very interested in a library that includes functions for autocorrelation analysis in a time (data) series, and crosscorrelations between them. Such functions are regularly needed in Monte Carlo simulations. Matthias