ff4911c17f
Build: cleaning can now be omitted with the incremental parameter
13 years ago
be8498e6c1
Build: do not copy FSharp.Core to out (fixes docs)
13 years ago
9fd4dc8dfc
Docs: random numbers, probability distributions
13 years ago
41c35b6a63
Docs: distance metric contour plots
13 years ago
c45544ed93
Docs: distance metrics tweaks
13 years ago
3354347576
Docs: distance metrics
13 years ago
332ce45d42
Docs: add MathJax, hide logo
13 years ago
035ca0ba6d
Docs: initial setup
13 years ago
cc572d9182
Build FAKE: generate NuGet packages
13 years ago
bdd1433874
Update readme (cosmetics)
13 years ago
3b9a609d7d
RootFinding: fix .Net 3.5 build
13 years ago
5ff8cf36bf
Merge pull request #194 from candychiu/master
Added class Cubic to find the real roots of a cubic polynomial.
13 years ago
09c89cc400
Added class Cubic to find the real roots of a cubic polynomial.
Added unit test class CubicTest.
13 years ago
4a80106408
Changed the BigRationalLarge type to a normal class instead of a single-case discriminated union because the F# compiler doesn't (yet) optimize single-case DU types as well as it could.
Removed the largely-unused BigRationalLargeImpl and BigRationalLarge modules; functions that were actually used were moved into members of the BigRationalLarge type.
13 years ago
3c639b6b7a
Optimized the BigInteger parser function used when PORTABLE is defined; now, it doesn't create any intermediate strings via slicing.
13 years ago
b157a1398d
Merge pull request #193 from jack-pappas/fs-bignum-cleanup
General cleanup of Complex and BigRational code imported from the F# PowerPack
13 years ago
1e8e105cd5
Removed Complex.fsi from secondary project files.
13 years ago
eb21dc0281
Merge branch 'master' into fs-bignum-cleanup
13 years ago
ec90ead1de
General cleanup and reformatting of some F# code originally imported from the F# PowerPack. Functionality is unchanged, but this will make it easier to implement new functionality in the future.
13 years ago
c3a2a2dfcb
Update readme with better install and building instructions
13 years ago
c8c02ddfdc
Build FAKE: use build parameter to specify build mode
13 years ago
95b1a487be
Build: optional FAKE build (not required, VS works standalone)
13 years ago
0fdd24fa0e
ExcelFunctions: TargetedPatchingOptOut
13 years ago
0e7e36feda
ExcelFunctions: NORMDIST, NORMINV, NORMSDIST, NORMSINV
13 years ago
fd64039061
ExcelFunctions: FDIST, FINV; proper casing
13 years ago
97f15820f9
Distributions: FisherSnedecor.InvCDF
13 years ago
857751979b
LA: Matrix canonical modulus vs remainder #175
13 years ago
58c0f873e6
LA: Vector canonical modulus vs remainder #175
13 years ago
72fc095d5a
ExcelFunctions: PERCENTILE
13 years ago
d3d1e490b6
ExcelFunctions: BETADIST, BETAINV, TINV
13 years ago
1d3aa6734d
Distributions: Beta.InvCDF
13 years ago
8f91ec929f
Distributions: StudentT.InvCDF
13 years ago
ccf4340ce0
Build: update supported platforms in NuGet nuspec descriptions
13 years ago
776cdfe080
Distributions: drop redundant xmldoc remarks. Closes #183 .
13 years ago
4f2560bb22
Generate: new variants with fast RandomUniform
13 years ago
28fcd8acb6
Tests: adapt tests to different data from new RNG (system instead of MT)
13 years ago
b7384c697b
LA, Statistics, Generate: switch default RNG from MersenneTwister to SystemRandomSource
13 years ago
6e004968c6
Distributions: switch default RNG from MersenneTwister to SystemRandomSource
13 years ago
b4592acd02
Distributions: static PDF/CDF functions for StudentT, Stable, Weibull #188
13 years ago
f29fa0c40a
Update release notes, contributors
13 years ago
dc5597c6d9
Build: include .Net 3.5 build in NuGet package
13 years ago
849f3bff0d
Update contributing.md with more details about primary and secondary project files
13 years ago
9482a7518c
Statistics: s/InverseCDF/EmpiricalInvCDF/
13 years ago
9ea8aebf7e
Statistics: quantile rank, empirical CDF, Excel percentrank
13 years ago
0b5f954739
Statistics: Ranks
13 years ago
a7c7b67647
Categorical dist: Tests for Var, SD, and Median
Added unit tests to validate the following properties of the
Categorical distribution:
- Variance,
- StdDev, and
- Median.
TODO: Find out the expected behaviour of Median in ambiguous cases
(e.g. where P(X=1)=0.5, and P(X=2)=0.5), then add appropriate unit
tests.
TODO: Research how to calculate entropy, then add unit tests for the
Entropy property.
13 years ago
978824c050
Fix to Categorical.Mean property.
Categorical.Mean was being calculated as _pmfNormalized.Mean(), which
is actually the mean probability across all possible values, rather
than the mean value of the distribution.
I've replaced it with a loop which performs the following standard
calculation for mean value:
mean = Sum(x * f(x), x=0..N)
where f(x) is the probability mass function, and N is the maximum
value.
An alternate method of calculation is:
Mean = Sum( 1 - F(x), x=0..N) or similar[1].
That might be preferable if it results in less computational error,
but it's a bit obscure, so for clarity I decided to go with the
standard calculation for mean value.
[1]: https://en.wikipedia.org/w/index.php?title=Expected_value&oldid=585750484#Discrete_distribution_taking_only_non-negative_integer_values
13 years ago
7c0d009b46
ValidateMean unit test for Categorical dist
Unit tests to validate Categorical.Mean. Currently they fail, indicating
that Categorical.Mean is not correctly implemented.
Unit tests for StdDev, Variance, Entropy, and Median properties are
still required.
13 years ago
ed97cc7575
Fixed comment in TriangularDistribution example
The <summary> tag of the TriangularDistribution class read "ContinuousUniform distribution example". It now reads "Triangular distribution example".
13 years ago
3aca1f4bf7
Interpolation: api cleanup
13 years ago
Christoph Ruegg
Candy Chiu
Jack Pappas
David Prince