d501e26e04
Typo in inline docs (LogNormal)
13 years ago
9e2c0393b9
Distributions: maximum-likelihood estimation for normal, log-normal
13 years ago
e2d771946b
BUG: Fix Hypergeometric CDF semantics, clarify distribution parameters
13 years ago
9ef78cc3b7
Distributions: formatting cleanup (no code changes)
13 years ago
77fa705335
Distributions: ctor overloads that accept Random argument
13 years ago
b2be48f200
Categorical: consistent pmf vs cdf parameters, do not expect them to be normalized
14 years ago
dbac1e1de5
Categorical: rename inverse CDF function
14 years ago
4a6cba0061
Adding static inverse CDF calculation method
14 years ago
44233320bb
Fix Stable.Sample static method to pass correct params to SampleUnchecked
14 years ago
0219fb75c2
LA: Vector construction consistent with matrix
14 years ago
af476c29f1
LA: matrix construction rework #104
14 years ago
f8c7e4a68d
Comments: fix some inline xml doc; Drop redundant resources in Numerics.IO
14 years ago
ef38c4508f
Distributions: consistent sample methods for discrete distributions #32
14 years ago
6c32ba172b
Distributions: consistent sample methods for continuous distributions #32
14 years ago
3ab191f97c
Distributions: fix geometric sampling #31
14 years ago
f8792b77f4
Dist: StudentT density more robust for very large degrees of freedom #44
14 years ago
6f122ed0b6
LA: avoid some redundant range checks (perf)
14 years ago
d15f592f3e
Normal Distribution: fix Variance property setter
The variance setter was passing the variance as standard distribution,
instead of its square root. Reported by Peter126 at Codeplex.
15 years ago
01a26e9cb2
I want to sample a vector from a multivariate normal distribution. According to the Help file, I should use the method Sample(), but I found out that I can only sample a square matrix from this method, that is when I use the following code:
var NRow = 3;
var NCol = 3;
var m = new DenseMatrix(NRow, NCol);
var v = new DenseMatrix(NRow);
for (var i = 0; i < NRow; i++)
{
v[i, i] = 1;
}
var k = new DenseMatrix(NCol);
for (var i = 0; i < NCol; i++)
{
k[i, i] = 1;
}
var NewMatrix = new MatrixNormal(m, v, k);
var Sampleone = NewMatrix.Sample();
It is fine, but when I change NRow=4, (but keep NCol=3) it does not work. I checked the code, I think the problem is in MatrixNormal.cs Line 286:
var vector = SampleVectorNormal(rnd, new DenseVector(n * n, 0.0), vki);
but I think it should be:
var vector = SampleVectorNormal(rnd, new DenseVector(n * p, 0.0), vki);
15 years ago
622e5277f3
Minor improvement. Exception messages for matrix dimensions now tell you the values (in addition to a mere 'dimensions must match' we had before).
15 years ago
94c57bdf2d
Extended the chisquare distribution to support the generation of samples for non-integer dof.
15 years ago
4455e9f6e1
Fixes dirichlet distribution (multivariate beta) density function (pdf). Closes gh-9.
15 years ago
d0e926f1d9
examples: added Andriy's examples and bug fixes
16 years ago
ad8f72295a
doc: fixed xml doc errors and updated SHFB config
16 years ago
1b603eb841
Some small documentation changes.
16 years ago
cce4db3843
merged Andriy's distribution additions and corrections
16 years ago
e21559ac10
Verified Distributions, added several properties, fixed several properties.
16 years ago
82dec46518
merged Andriy's EVD improvements and Poisson distribution
16 years ago
4fe613c977
distributions: Vladmir's first take at the distributions
16 years ago
722b9736c4
Numerics: udated headers (sorry for the code churn..)
17 years ago
666c02ff56
Fixed bug in NormalGamma distribution.
Added documentation to StudentT distribution.
17 years ago
f612db93a1
Fixed a bug in the StudentT sampler.
Reworked the unit tests for sampling methods to be more accurate.
17 years ago
ad6cbbebd8
Added CumulativeDistribution for the StudentT distribution.
Added unit tests for the StudentT distribution.
Added sampling methods for the normal gamma distribution.
17 years ago
35f24d1a4c
Removed redundant parameters in Dirichlet distribution unit tests.
Added unit tests for the NormalGamma distribution.
Expect different exception in Beta distribution unit tests.
17 years ago
7045536a9c
Added unit tests for the NormalGamma distribution.
Added setters for MeanLocation and MeanScale.
17 years ago
e3d4c58cdc
Added more unit tests for the StudentT distribution.
Added sampling methods for the StudentT distribution.
17 years ago
c66021cd15
More unit tests for StudentT distribution.
17 years ago
e0ba8f3aa7
Added NormalGamma distribution.
17 years ago
ef7a3e8ee7
Added StudentT distribution.
17 years ago
08b9820f8c
Fixed small inconsistency in the Normal API naming scheme.
Signed-off-by: Jurgen Van Gael <jurgen.vangael@gmail.com>
17 years ago
5b3ee6feb6
Documentation fixes.
17 years ago
3c3c41bdba
Added constructor for Categorical distribution from Histogram.
17 years ago
a2610c7931
Fixed bugs after running the Sample unit tests.
Fixed some spelling mistakes.
Changed the Histogram implementation to make lowerbound exclusive and upper bound inclusive. [http://mathnetnumerics.codeplex.com/Thread/View.aspx?ThreadId=75115 ]
Changed the Histogram implementation so that returned buckets are copies (so that users can't start messing with upper and lower bounds).
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
72e771abbb
Fixed bugs in distributions.
17 years ago
1ce3b42491
Some bug fixes on Binomial, Categorical and Multinomial distributions.
17 years ago
d8b8520409
Added log-normal distribution.
Fixed some F# methods.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
5f9611f1d8
Removed VectorNormal distribution awaiting Cholesky decomposition.
17 years ago
aab6c0186b
Initial version of VectorNormal distribution.
17 years ago
db4a70cbe4
Enabled Beta entropy test.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
742da56f8c
Added discrete uniform distribution.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Christoph Ruegg
paulvarkey
Artyom Baranovskiy
seahearman
Andrew Kazyrevich
Till Hoffmann
Marcus Cuda
Jurgen Van Gael
Abratiychuk