eff67bf5d0
Doc: typos
14 years ago
b4ee5ed34f
LA: Adapt parsing and unit tests to modified string formatting
14 years ago
05cf8a435f
LA: Sparse vector/matrix ToString to include %-filled
14 years ago
a9bd17eb96
LA: Rework ToString for matrices and vectors #100
14 years ago
be67015ab5
Tests: weaker timeouts
14 years ago
dc05000d03
LA: DoModulus should be parallelized and avoid range checks #110
14 years ago
5189e49fbd
Control: update obsolete attributes
14 years ago
b4a0cc97ed
LA Perf: replace parallel copy loops with native copy II
14 years ago
2f0aabbe28
LA Perf: replace parallel copy loops with native copy
14 years ago
d91acbf523
LA Perf: rangesize tweaks
14 years ago
4026fc896a
Tweak Control class
14 years ago
46c43177a1
Tests: perf tests explicit
14 years ago
d3dc54b4c1
Reworking common parallelization routines #92
14 years ago
d4ff406a3d
Tests: cosmetics, increase timeout for slow CI agent VM
14 years ago
9fced67266
Alter parallelisation of matrix multiplication II - Unit Tests
14 years ago
8e1cd36027
Alter parallelisation of matrix multiplication
I empirically noticed that matrix multiplication was extremely slow for
the matrices I was using i.e. multiplications were taking minutes rather
than seconds. After tracking down the root of the problem, I found it
was in the CacheObliviousMatrixMultiply() implementation, specifically,
where the sum of the column/row dimensions were compared with the
Control.ParallelizeOrder variable.
For significantly skewed matrix multiplication (wide * tall), the
parallelised redistribution greatly reduces performance. By removing the
'k' parameter from the comparison (where k is the number of columns in
the left matrix and the number of rows in the right) the performance is
improved drastically.
For perfectly square matrices, this change reduces performance slightly.
14 years ago
f98e92e981
Merge branch 'financial'
14 years ago
043de9838e
Financial: tweaks, add to portable build
14 years ago
7cdde55061
UX: Revert invariant-culture override, move ToString to BCL partial classes
14 years ago
86428a2caf
renamed file to match class name
14 years ago
b8f4e66770
Updated financial calcs and unit tests to deal with NaN return
14 years ago
f9af5aa844
Added GainLossRatio Tests
Added tests around GainLossRatio, but I still have some questions as
noted per test.
14 years ago
28f025e23b
Addition of Financial bases absolute risk stats
Addition of stats and unit tests. Still need test for GainLossRatio.
The tests may be a bit sparse compared to what is required for a pull.
Will need to talk to Chrisoph about that.
14 years ago
fdaa12cd3f
UX: DebuggerDisplay attribute for matrices and vectors
14 years ago
12c918202a
FSharp: use more efficient constructs where possible
14 years ago
0986188176
FSharp: matrix/vector slice syntax unit tests
14 years ago
50c32065b2
FSharp: submatrix/subvector slice syntax setters
14 years ago
93689ef2b3
Statistics: clarify inline xml doc and parameter names
14 years ago
b0d8195af0
Statistics: Func-variants of quantile, icdf, percentile, orderstat
14 years ago
c22c9325e2
Statistics: percentile, quartiles, IQR, fivenum
14 years ago
6647d007ab
Statistics: Proper Quantile statistics (supporting all 9 R-types and custom)
14 years ago
77ace8c7ec
Statistics: Array and Streaming Sample and Population StandardDeviation
14 years ago
3d039413b9
Statistics: Array and Streaming PopulationVariance
14 years ago
15a56daaf2
Statistics: Array and Streaming Variance
14 years ago
e1cf1cc7e6
Statistics: mean of empty set should be NaN
14 years ago
7f839739fd
Statistics: Streaming Mean
14 years ago
ef85446824
Statistics: extending tests and cosmetics
14 years ago
8fb1d36f73
Statistics: never throw on empty data (instead use NaN)
14 years ago
505625c172
Statistics: introduce StreamingStatistics, always throw on null data
14 years ago
669005b509
Statistics: sample/unibiased variance of empty set should be NaN #101
14 years ago
6861de3057
Statistics: introduce unsorted ArrayStatistics
14 years ago
c500524fce
Statistics: add min, max, percentile, quaritle, iqr, fivenum to sorted-array stats
14 years ago
1051d9e5a7
Statistics: introduce SortedArrayStatistics, use it in Percentile class
14 years ago
3c4d20f30c
Statistics: cosmetics
14 years ago
20de4b1702
Percentile: Bug fixes and compliance with Excel.
High boundary check was against 100, should be 1.0.
Close to 0 or 1 percentile values for Nist and Interpolation methods
caused array out of bounds exceptions.
Seemingly arbitrary small dataset restriction removed.
Out of range percentile values and empty dataset returns double.NaN
instead of throwing, similar to Excel returning #NUM! in such cases.
14 years ago
1dc85bf6fb
MCMC: Minor namespace/naming/doc fixes
14 years ago
cf3cae4377
Merge branch 'hybrid-mc'
14 years ago
b215abc890
LA: Obsolete Vector.Plus, drop some redundant operator overloads
14 years ago
5d4c296a74
LA: Result should be called 'result' not 'target'
14 years ago
2cb8a2a0a7
LA: Matrix group operators together, some eol whitespaces fixes
14 years ago
Christoph Ruegg
Iain McDonald
Phil
IUser