- Most algorithms support a TryFind-pattern which returns success instead of throwing an exception. Simplifies common fall-back scenarios and works with F# pattern matching (similar to TryParse from BCL).
- Basic bracketing algorithm
### Statistics & Distributions:
### Linear Algebra:
- BUG: Fixed static sampling methods of the `Stable` distribution. *~Artyom Baranovskiy*
- BUG: Fixed static sampling methods of the `Stable` distribution. *~Artyom Baranovskiy*
### Misc:
@ -64,18 +65,18 @@ Despite semver this release contains two changes that may break code but without
- More consistent behavior for empty and single-element data sets: Min, Max, Mean, Variance, Standard Deviation etc. no longer throw exceptions if the data set is empty but instead return NaN. Variance and Standard Deviation will also return NaN if the set contains only a single entry. Population Variance and Population Standard Deviation will return 0 in this case.
- Reworked order statistics (Quantile, Quartile, Percentile, IQR, Fivenum, etc.), now much easier to use and supporting compatibility with all 9 R-types, Excel and Mathematica. The obsolete Percentile class now leverages the new order statistics, fixing a range check bug as side effect.
- New Hybrid Monte Carlo sampler for multivariate distributions.
- New financial statistics: absolute risk and return measures.
- New Hybrid Monte Carlo sampler for multivariate distributions. *~manyue*
- New financial statistics: absolute risk and return measures. *~Phil Cleveland*
- Explicit statistics for sorted arrays, unsorted arrays and sequences/streams. Faster algorithms on sorted data, also avoids multiple enumerations.
- Some statistics like Quantile or empirical inverse CDF can optionally return a parametric function when multiple evaluations are needed, like for plotting.
### Linear Algebra:
- More reasonable ToString behavior for matrices and vectors: `ToString` methods no longer render the whole structure to a string for large data, among others because they used to wreak havoc in debugging and interactive scenarios like F# FSI. Instead, ToString now only renders an excerpt of the data, together with a line about dimension, type and in case of sparse data a sparseness indicator. The intention is to give a good idea about the data in a visually useful way. How much data is shown can be adjusted in the Control class. See also ToTypeString and ToVector/MatrixString.
- Performance: reworked and tuned common parallelization. Some operations are up to 3 magnitudes faster in some extreme cases. Replaced copy loops with native routines. More algorithms are storage-aware (and should thus perform better especially on sparse data).
- Fixed range checks in the Thin-QR decomposition.
- Fixed bug in Gram Schmidt for solving tall matrices.
- Vectors now implement the BCL IList interfaces (fixed-length) for better integration with existing .Net code.
- Performance: reworked and tuned common parallelization. Some operations are up to 3 magnitudes faster in some extreme cases. Replaced copy loops with native routines. More algorithms are storage-aware (and should thus perform better especially on sparse data). *~Thomas Ibel, Iain McDonald, Marcus Cuda*
- Fixed range checks in the Thin-QR decomposition. *~Marcus Cuda*
- Fixed bug in Gram Schmidt for solving tall matrices. *~Marcus Cuda*
- Vectors now implement the BCL IList interfaces (fixed-length) for better integration with existing .Net code. *~Scott Stephens*
- Matrix/Vector parsing has been updated to be able to parse the new visual format as well (see ToMatrixString).
- DebuggerDisplay attributes for matrices and vectors.
- Map/IndexedMap combinators with storage-aware and partially parallelized implementations for both dense and sparse data.
@ -98,20 +99,20 @@ Despite semver this release contains two changes that may break code but without
v2.4.0 - February 3, 2013
-------------------------
- Drops the dependency on the zlib library. We thus no longer have any dependencies on other packages.
- Adds Modified Bessel & Struve special functions
- Fixes a bug in our iterative kurtosis statistics formula
- Drops the dependency on the zlib library. We thus no longer have any dependencies on other packages. *~Marcus Cuda, Thomas Ibel*
- Adds Modified Bessel & Struve special functions *~Wei Wu*
- Fixes a bug in our iterative kurtosis statistics formula *~Artyom Baranovskiy*
### Linear Algebra:
- Performance work, this time mostly around accessing matrix rows/columns as vectors. Opting out from targeted patching in our matrix and vector indexers to allow inlining.
- Fixes an issue around Thin-QR solve
- Fixes an issue around Thin-QR solve *~Marcus Cuda*
- Simplifications around using native linear algebra providers (see Math.NET Numerics With Native Linear Algebra)
### F#:
- Adds the BigRational module from the F# PowerPack, now to be maintained here instead.
- Better support for our Complex types (close to the F# PowerPack Complex type)
- Adds the BigRational module from the F# PowerPack, now to be maintained here instead. *~Gustavo Guerra*
- Better support for our Complex types (close to the F# PowerPack Complex type) *~Gustavo Guerra*
Christoph Ruegg
14 years ago