Jack Pappas
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
Christoph Ruegg
c3a2a2dfcb
Update readme with better install and building instructions
13 years ago
Christoph Ruegg
c8c02ddfdc
Build FAKE: use build parameter to specify build mode
13 years ago
Christoph Ruegg
95b1a487be
Build: optional FAKE build (not required, VS works standalone)
13 years ago
Christoph Ruegg
0fdd24fa0e
ExcelFunctions: TargetedPatchingOptOut
13 years ago
Christoph Ruegg
0e7e36feda
ExcelFunctions: NORMDIST, NORMINV, NORMSDIST, NORMSINV
13 years ago
Christoph Ruegg
fd64039061
ExcelFunctions: FDIST, FINV; proper casing
13 years ago
Christoph Ruegg
97f15820f9
Distributions: FisherSnedecor.InvCDF
13 years ago
Christoph Ruegg
857751979b
LA: Matrix canonical modulus vs remainder #175
13 years ago
Christoph Ruegg
58c0f873e6
LA: Vector canonical modulus vs remainder #175
13 years ago
Christoph Ruegg
72fc095d5a
ExcelFunctions: PERCENTILE
13 years ago
Christoph Ruegg
d3d1e490b6
ExcelFunctions: BETADIST, BETAINV, TINV
13 years ago
Christoph Ruegg
1d3aa6734d
Distributions: Beta.InvCDF
13 years ago
Christoph Ruegg
8f91ec929f
Distributions: StudentT.InvCDF
13 years ago
Christoph Ruegg
ccf4340ce0
Build: update supported platforms in NuGet nuspec descriptions
13 years ago
Christoph Ruegg
776cdfe080
Distributions: drop redundant xmldoc remarks. Closes #183 .
13 years ago
Christoph Ruegg
4f2560bb22
Generate: new variants with fast RandomUniform
13 years ago
Christoph Ruegg
28fcd8acb6
Tests: adapt tests to different data from new RNG (system instead of MT)
13 years ago
Christoph Ruegg
b7384c697b
LA, Statistics, Generate: switch default RNG from MersenneTwister to SystemRandomSource
13 years ago
Christoph Ruegg
6e004968c6
Distributions: switch default RNG from MersenneTwister to SystemRandomSource
13 years ago
Christoph Ruegg
b4592acd02
Distributions: static PDF/CDF functions for StudentT, Stable, Weibull #188
13 years ago
Christoph Ruegg
f29fa0c40a
Update release notes, contributors
13 years ago
Christoph Ruegg
dc5597c6d9
Build: include .Net 3.5 build in NuGet package
13 years ago
Christoph Ruegg
849f3bff0d
Update contributing.md with more details about primary and secondary project files
13 years ago
Christoph Ruegg
9482a7518c
Statistics: s/InverseCDF/EmpiricalInvCDF/
13 years ago
Christoph Ruegg
9ea8aebf7e
Statistics: quantile rank, empirical CDF, Excel percentrank
13 years ago
Christoph Ruegg
0b5f954739
Statistics: Ranks
13 years ago
David Prince
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
David Prince
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
David Prince
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
David Prince
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
Christoph Ruegg
3aca1f4bf7
Interpolation: api cleanup
13 years ago
Christoph Ruegg
3e1665787d
Interpolation: upgrade remaining algorithms accordingly
13 years ago
Christoph Ruegg
160f872b91
Tests: move Excel tests to correct namespace
13 years ago
Christoph Ruegg
5edca01da9
ExcelFunctions
13 years ago
Christoph Ruegg
9d0787dc4d
Distributions: Gamma.InvCDF
13 years ago
Christoph Ruegg
ec22686f8a
Tests: typo in test class name ModifiedBesselTests
13 years ago
Christoph Ruegg
ad208ae9c7
Special Functions: inverse of Gamma lower regularized
13 years ago
Christoph Ruegg
a24a52634c
Update contributing.md to clarify it is ok not to use real names
13 years ago
Christoph Ruegg
2ecd8aa110
Distributions: cosmetics
13 years ago
Christoph Ruegg
566ec8d695
Merge pull request #184 from Superbest/triangular-distribution
Triangular distribution
13 years ago
Superbest
eb537256b9
Added triangular distribution example (this time for real)
Signed-off-by: Superbest <arpharazon0@gmail.com>
13 years ago
Superbest
cf1530d8ee
Added Triangular distribution.
Signed-off-by: Superbest <arpharazon0@gmail.com>
13 years ago
Superbest
5e63d1c889
Added example for Triangular distribution.
Signed-off-by: Superbest <arpharazon0@gmail.com>
13 years ago
Superbest
2164c799f0
Initial commit
Signed-off-by: Superbest <arpharazon0@gmail.com>
13 years ago
Christoph Ruegg
99d104b752
Interpolation: add missing algorithms to Interpolate facade
13 years ago
Christoph Ruegg
cf5bd78dca
Interpolation: drop old redundant barycentric interpolation classes
13 years ago
Christoph Ruegg
54a63dc0d5
Interpolation: migrate rational floater hormann to Barycentric class
13 years ago
Christoph Ruegg
be60421844
Interpolation: Barycentric class, migrate equidistant polynomial to it
13 years ago
Christoph Ruegg
c2e948fc3d
Interpolation: implement IInterpolation.Supports explicitly
13 years ago