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1771 Commits (4369ee09cf166a0cd15abff906ca9fc4e53fe537)

Author SHA1 Message Date
Christoph Ruegg 4369ee09cf Distributions: Normal.CDF to use same Erfc implementation as the instance method, avoiding a problematic subtraction (accuracy) #348
11 years ago
Christoph Ruegg 55db448f90 LA: fix bug in Complex and Complex32 SparseMatrix.ToTypeString #347
11 years ago
lionpeloux 9be0a955a6 Update MKL native provider build script for OSX
11 years ago
Christoph Ruegg 13f7163f96 Statistics: geometric and harmonic mean
11 years ago
Christoph Ruegg b2e9445a88 Minor optimization how we call Array.Copy
11 years ago
BenHewins cdf1679c57 Minor comment corrections
11 years ago
Christoph Ruegg c564ed2a63 Native: update linux build for MKL 11.3
11 years ago
Christoph Ruegg b8ae065e0f Release OpenBLAS Native Provider v0.2.0 (rev 1, linear algebra v1.0)
11 years ago
Christoph Ruegg 2662df1c3f Release v3.8.0
11 years ago
Christoph Ruegg b26b03c006 Release MKL Native Provider v2.0.0 (rev 9, linear algebra v2.0)
11 years ago
Christoph Ruegg 69520be5b5 Native: MKL: increment linear argebra major version due to breaking change
11 years ago
Christoph Ruegg 206ee4179a Distributions: Migrate PERT from Beta to BetaScaled #321
11 years ago
Christoph Ruegg fc9f33826b Distributions: new BetaScaled distribution #322
11 years ago
Christoph Ruegg d3da6e67f6 Tooling: upgrade native provider projects to tooling version 14 (VS2015). Fix MKL Test project.
11 years ago
Christoph Ruegg 53dc96e4f5 Tooling: reinstall dependencies with current paket release
11 years ago
Christoph Ruegg 3edc64018d Release v3.7.1
11 years ago
Christoph Ruegg 5ff5a75389 LA: fix a critical bug in SparseMatrix.Add when adding a matrix to itself #341
11 years ago
Christoph Ruegg 26657680b4 LA: fix a critical bug in SparseMatrix.Add when adding a matrix to itself #341
11 years ago
Christoph Ruegg adb8f96d79 Tooling: update dependencies (FAKE 4.1, FSharp.Core, FsUnit, NUnit)
11 years ago
Christoph Ruegg fc187af5a2 Distributions: test for Weibull.Estimate #339
11 years ago
Christoph Ruegg e9df319867 Tests: fix build warning in MatrixStructureTheory tests
11 years ago
Christoph Ruegg 4b1c9e784a C#: Explicitly set language version
11 years ago
Christoph Ruegg a1149de5a5 Compatibility: do not provide actualValue to out of range exception since not available on some platforms.
11 years ago
Christoph Ruegg 5423cfd465 Tests: restore test project to use wildcards again, Resources PCL patch #338
11 years ago
Jon Larborn 4966036b86 Comment Adjustment
11 years ago
Jon Larborn e64adc609d Estimate extention
11 years ago
Marcus Cuda e1e2bb294e removed work arrays from the LA provider interface
11 years ago
Marcus Cuda 484cb758e8 tweaked headers
11 years ago
Kuan Bartel c6720b630f Updated OpenBLAS LA provider to remove work arrays to match the MKL LA provider changes.
11 years ago
Marcus Cuda 06008b1c88 first take on removing work arrays and using LAPACKE in the MKL provider - native side
11 years ago
Christoph Ruegg 4569f51ae7 Distributions: more robust PDF and CDF, better unit tests (against known reference).
11 years ago
Christoph Ruegg 5ab04a2157 Distributions: Chi, ChiSquared and NormalGamma more robust for large shape parameter
11 years ago
Christoph Ruegg d105a429e8 Distributions: Erlang and Gamma PDF more robust for large shape parameter
11 years ago
Christoph Ruegg 04614416c1 TestData: fix embedded resource paths
11 years ago
Christoph Ruegg e6bbbda78a Distributions: Beta.PDF more robust for large distribution parameters #337
11 years ago
Christoph Ruegg 2e13d298e6 Combinatorics: generate or select random permutation, combination or variation #14
11 years ago
Christoph Ruegg 91c3e8b03a Sorting: fix typos in comments
11 years ago
Christoph Ruegg ee8d7948eb Random: NextBoolean extension
11 years ago
Christoph Ruegg 8d40d1d36a Native: do not try to load native providers when compiled without native flag
11 years ago
Christoph Ruegg 771072142d Tests: embed test data as resource streams in new TestData project
11 years ago
Christoph Ruegg 1e4d8681b4 Release Data Extensions v3.1.1
11 years ago
Christoph Ruegg be75d314a5 Data: fix MatrixMarketWriter.WriteVector to use File.OpenWrite #335
11 years ago
Christoph Ruegg de15eb6dc1 LA: Matrix Rank calculation should use a tolerance based on the matrix size #334
11 years ago
Christoph Ruegg f86c4426f3 Financial: rename CompoundMonthlyReturn to CompoundReturn #331
11 years ago
grovesNL 6164ba0bb2 Added RootFinding.Secant and unit tests (based on NewtonRaphson)
11 years ago
John C Barstow 3c5e59a8c4 Add optional randomSource parameter to PERT
11 years ago
John C Barstow 2a85997b68 Restore missing semicolon (typo)
11 years ago
John C Barstow 710cc26e41 Add a method to construct a beta PERT distribution
11 years ago
Christoph Ruegg fdc773a71e Native: automatically use native provider if available #314, new Control.TryXY alternatives
11 years ago
Christoph Ruegg 1d7ce24d3e LA: Static CreateMatrix/Vector: simpler to use than builders and with better type inferrence
11 years ago