Scott Stephens
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a7e5853f2f
|
Optimization: Fix bug in ObjectiveChecker and ObjectiveChecker1D
* Bug caused the checks to be run every time a value/gradient/hessian was
requested, not just the first time a request was made.
(updated by cdrnet)
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12 years ago |
|
Scott Stephens
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1e5f4fdec9
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Optimization: Handle case where optimum is found on last iteration in BFGS
(updated by cdrnet)
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12 years ago |
|
Scott Stephens
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30b24b5515
|
Optimization: Handle some edge cases in BisectionRootFinder
(updated by cdrnet)
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12 years ago |
|
Scott Stephens
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c2cc20a2ac
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Optimization: Add tests for cases involving a constant zero region
(updated by cdrnet)
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12 years ago |
|
Scott Stephens
|
1f4650db4d
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Optimization: Add tests involving larger numbers output from the objective
(updated by cdrnet)
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12 years ago |
|
Scott Stephens
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c71c642761
|
Optimization: update tests to use new BfgsMinimizer constructor
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12 years ago |
Christoph Ruegg
|
e7f2894c7a
|
Optimization: cosmetics
|
12 years ago |
|
Scott Stephens
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e1639755ac
|
Optimization: Add default for max iterations for BFGS
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12 years ago |
|
Scott Stephens
|
0952f5145a
|
Optimization: Fix bug in BisectionRootFinder
* Algorithm would incorrectly exit with MaximumIterationsException if the
root was bounded on the last permissible expansion step.
|
12 years ago |
|
Scott Stephens
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2894f9bb02
|
Optimization: Finish implementation of Golden Section minimum search
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12 years ago |
|
Scott Stephens
|
bfb1d0afc7
|
Optimization: Rework interfaces for handling evaluation problems
* EvaluationException now contains the evaluation object
(updated by cdrnet)
|
13 years ago |
|
Scott Stephens
|
eabd31cef5
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Optimization: Check in forgotten file
(updated by cdrnet)
|
13 years ago |
|
Scott Stephens
|
ba8cae2abb
|
Optimization: Add the point which was being evaluated to EvaluationError
(updated by cdrnet)
|
13 years ago |
|
Scott Stephens
|
d38bf2165e
|
Expose inner evaluation used by ObjectiveChecker
|
13 years ago |
|
Scott Stephens
|
2fee176fc4
|
Implement expansion in BisectionRootFinder
|
13 years ago |
|
Scott Stephens
|
fa966d27ed
|
Add most of GoldenSectionMinimizer implementation
|
13 years ago |
|
Scott Stephens
|
6f66953bec
|
Optimization: Minimally working Conjugate Gradient, BFGS, and Newton minimizers
(updated by cdrnet)
|
13 years ago |
|
Scott Stephens
|
54e8feee56
|
Optimization: Improve error handling and reporting.
(Updated by cdrnet)
|
13 years ago |
|
Scott Stephens
|
decf9fe5be
|
Very minimally tested ConjugateGradient minimizer is complete.
|
13 years ago |
|
Scott Stephens
|
dafc80100c
|
First commit working on optimization tools
(Updated by cdrnet)
|
13 years ago |
|
Christoph Ruegg
|
776cdfe080
|
Distributions: drop redundant xmldoc remarks. Closes #183.
|
12 years ago |
|
Christoph Ruegg
|
4f2560bb22
|
Generate: new variants with fast RandomUniform
|
12 years ago |
|
Christoph Ruegg
|
28fcd8acb6
|
Tests: adapt tests to different data from new RNG (system instead of MT)
|
12 years ago |
|
Christoph Ruegg
|
b7384c697b
|
LA, Statistics, Generate: switch default RNG from MersenneTwister to SystemRandomSource
|
12 years ago |
|
Christoph Ruegg
|
6e004968c6
|
Distributions: switch default RNG from MersenneTwister to SystemRandomSource
|
12 years ago |
|
Christoph Ruegg
|
b4592acd02
|
Distributions: static PDF/CDF functions for StudentT, Stable, Weibull #188
|
12 years ago |
|
Christoph Ruegg
|
9482a7518c
|
Statistics: s/InverseCDF/EmpiricalInvCDF/
|
12 years ago |
|
Christoph Ruegg
|
9ea8aebf7e
|
Statistics: quantile rank, empirical CDF, Excel percentrank
|
12 years ago |
|
Christoph Ruegg
|
0b5f954739
|
Statistics: Ranks
|
12 years ago |
|
Christoph Ruegg
|
3aca1f4bf7
|
Interpolation: api cleanup
|
12 years ago |
|
Christoph Ruegg
|
3e1665787d
|
Interpolation: upgrade remaining algorithms accordingly
|
12 years ago |
|
Christoph Ruegg
|
160f872b91
|
Tests: move Excel tests to correct namespace
|
12 years ago |
|
Christoph Ruegg
|
5edca01da9
|
ExcelFunctions
|
12 years ago |
|
Christoph Ruegg
|
9d0787dc4d
|
Distributions: Gamma.InvCDF
|
12 years ago |
|
Christoph Ruegg
|
ec22686f8a
|
Tests: typo in test class name ModifiedBesselTests
|
12 years ago |
|
Christoph Ruegg
|
ad208ae9c7
|
Special Functions: inverse of Gamma lower regularized
|
12 years ago |
|
Christoph Ruegg
|
2ecd8aa110
|
Distributions: cosmetics
|
12 years ago |
Superbest
|
eb537256b9
|
Added triangular distribution example (this time for real)
Signed-off-by: Superbest <arpharazon0@gmail.com>
|
12 years ago |
|
Superbest
|
cf1530d8ee
|
Added Triangular distribution.
Signed-off-by: Superbest <arpharazon0@gmail.com>
|
12 years ago |
|
Superbest
|
5e63d1c889
|
Added example for Triangular distribution.
Signed-off-by: Superbest <arpharazon0@gmail.com>
|
12 years ago |
|
Superbest
|
2164c799f0
|
Initial commit
Signed-off-by: Superbest <arpharazon0@gmail.com>
|
12 years ago |
|
Christoph Ruegg
|
99d104b752
|
Interpolation: add missing algorithms to Interpolate facade
|
12 years ago |
|
Christoph Ruegg
|
cf5bd78dca
|
Interpolation: drop old redundant barycentric interpolation classes
|
12 years ago |
|
Christoph Ruegg
|
54a63dc0d5
|
Interpolation: migrate rational floater hormann to Barycentric class
|
12 years ago |
|
Christoph Ruegg
|
be60421844
|
Interpolation: Barycentric class, migrate equidistant polynomial to it
|
12 years ago |
|
Christoph Ruegg
|
c2e948fc3d
|
Interpolation: implement IInterpolation.Supports explicitly
|
12 years ago |
|
Christoph Ruegg
|
749fc5709b
|
Interpolation: use more common terms in Interpolate facade
|
12 years ago |
|
Christoph Ruegg
|
27866408af
|
Drop old redundant spline interpolation classes
|
12 years ago |
|
Christoph Ruegg
|
94b5c448e6
|
Interpolation: migrate cubic spline to CubicSpline class
|
12 years ago |
|
Christoph Ruegg
|
fb35625def
|
Interpolation: migrate akima and hermite cubic spline to CubicSpline class
|
12 years ago |
