FSharp.Stats

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.5.0

0.4.11+0c6567d4 (Released 2023-2-6)

• add various XML comments in Interpolation and Fitting modules
• BREAKING: major refactor of Fitting and Interpolation module
  • separate CubicSpline.Simple and CubicSpline.Akima
  • rename coefficient to fit and fit to predict
• addition of LinearRegression and Interpolation type
• [#8ab0975] addition of clamped cubic spline
• [#e884a75e] update FSharpAux version
• update interval type

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.11

0.4.11+0c6567d4 (Released 2023-2-6)

• Additions:
  • latest commit #0c6567d4
  • [#ad67e226] add quantile normalization
  • [#71130762] add SAM individual features
  • [#0c6567d4] add matrix reader #185
• Deletions:
  • [#0726f42e] remove duplicate tests
• Bugfixes:
  • [#9f350419] fix SAM permutation #243
• Documentation
  • [#e7b81c1a] add normalization documentation closes #202

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.10

0.4.10+278bd95a (Released 2023-1-25)

• Additions:
  • latest commit #278bd95a
  • [#278bd95a] update median of ratios results type
  • [#f73b05fc] update SAM
  • [#b3714f23] update PCA deviation determination
  • [#27c92191] add logNormal nonlinear Model

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.9

0.4.9+b74ecf29 (Released 2022-11-18)

• Additions:
  • latest commit #b74ecf29
  • [#8d3427fa] add erfinv #238
  • [#20b2416d] add qq plot
  • [#26818d6b] update qq plot documentation
• Bugfixes:
  • [#3aa4c4ce] fix failing docs

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.8

0.4.8+be68a276 (Released 2022-8-29)

• Additions:
  • latest commit #be68a276
  • [#0d26dd2b] Add Gamma and Poisson fitting
  • [#fa9dc6c1] Refactoring distribution modules
  • [#20eee2e7] Add fitting and estimating a Gamma distribution from observations
  • [#e9170b0e] Add Trigamma function
  • [#e8e46bff] Add Digamma function
  • [#35b3fa36] Add unit test for Beta.powerSeries
  • [#ae70774b] Add Beta.powerSeries for incomplete beta integral
  • [#f64b4f1e] Add Seq.meanQuadratic and Seq.meanQuadraticBy
  • [#8b300c37] add new version PCA
• Deletions:
  • [#8ca9b900] removed obsolete wilcoxon distribution #213
• Bugfixes:
  • [#dcb044e6] Fixed: Sampling from Gamma
  • [#8fe33a6f] fixed Ftest tests
  • [#b83b8a71] 🐛 Fix infinite loop bug in X² CDF
  • [#526039cf] Fix Distributions.Discrete.Bernoulli.CDF 🐛
  • [#a9b2b055] Fix Distributions.Discrete.Bernoulli.PDF 🐛
  • [#db447834] fix intervals #208
• Tests:
  • [#bcc98700] add unit tests meanQuadratic #233
  • [#d21cc8c0] Added tests for Distributions.Continuous.F
  • [#ab261eda] added Tests for FSharp.Stats.Distributions.Distinct.Binominal
  • [#b0d6e540] add twoSamplePaired ttest test
  • [#f203428c] add Intervals.intersect unit test
  • [#a0ce2bbb] add PCA tests
  • [#b92244a4] Added tests for Distributions.Continuous.F
  • [#3ae95591] add interval tests #208
  • [#4907e532] Add exponential Distribution unit tests
  • [#47e2595e] Add beta function tests and xml docs
  • [#d9617f56] Add tests for SolveTriangularLinearSystem
  • [#dd412093] Add gamma function tests, add edgecase matches, add xml docs
  • [#68aec558] add twoSamplePaired ttest test
  • [#440a789c] add twosamplePaired ttest test
  • [#e5d21a7e] Add Binomial coefficient tests
  • [#142ae681] Add Unit test for F-Test
  • [#542b7897] Add docs for Bernoulli distribution 📚
  • [#312581f9] add onesample ttest test
  • [#8582dd72] Add error function tests, fix edge case return values for erfcx
  • [#cd964357] Add tests for SolveTriangularLinearSystems (Case: Lower)
  • [#872ace38] add twosample ttest test
  • [#c41cff63] Add logistic function tests
  • [#60615948] Add tests for SolveTriangularLinearSystems (Case: Upper)
  • [#1673a013] Add factorial and factorialLn tests, codebase cleanup
  • [#261b0b80] add distance metrics tests
• Documentation
  • [#8d03e0f3] Update F Distribution dokumentation
  • [#e159ab4d] update signal docu
  • [#be68a276] update distribution documentation
  • [#454abfe8] update ML documentation
  • [#b3e0960c] add Intervals documentation
  • [#f18cec6b] add PCA documentation

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.7

0.4.7+9386ed56 (Released 2022-5-30)

• Additions:
  • latest commit #9386ed56
  • [#a28a119b] add release notes build target
• Bugfixes:
  • [#8060b68a] Fix index errors on ommitted rows + ommitted cols formatting
• Tests
  • [#8a559f56] Add int Matrix formatting tests

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.6

0.4.6+5133c86a (Released 2022-5-30)

• Additions:
  • latest commit #5133c86a
  • [#194] add nullspace accuracy parameter #194
  • [#200] move DistanceMetrics from ML to Core #200
  • [#203] Add FSharp.Stats.Interactive
• Bugfixes:
  • [#195] fix Gamma function edge cases
  • [#183] fix rank module #183
• Tests:
  • [#72faba16] Add tests for formatting special float cases (infinity,nan)
  • [#39ffb209] Add formatting tests
  • [#9390d4b3] add rank unit tests
  • [#fb36a90d] add Polynomial interpolation test
  • [#6de434f0] add interpolation coefficients tests
  • [#ca9ad465] Add Natural Cubic,Quandratic and Parabolic Tests
• Documentation:
  • [#5b17a5f6] add rank documentation #183
  • [#d1a46d61] update q value variant description

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.5

0.4.5+dd76c80 (Released 2022-4-8)

• Additions:
  • latest commit #dd76c80
  • [#188] add Comparison metrics docs
  • [#188] add binary confusion matrix
  • [#188] add multi lable confusion matrix
  • [#188] add integration docs
• Improvements:
  • [#188] update Integration module
  • [#2777594] update to project-based build pipeline, use .net 6.0
  • [#192] improve Quantile speed

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.4

0.4.4+30d2f800 (Released 2022-3-8)

• Additions:
  • latest commit #30d2f800
  • [#30d2f800] update FSharpAux version
  • [#162] add LeastSquaresCholesky
  • [#165] remove Complex module
  • [#184] update List.median output

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.3

0.4.3+d424857 (Released 2022-1-19)

• Additions:
  • latest commit #d424857
  • [#426ea05] add Matrix.filterCols and Matrix.filterRows
  • [#a23fcd7] update signal.fs namespace
  • [#cc228f4] improve svd
  • [#09daa87] add Wilcoxon Test #117
  • [#5c36566] make benjaminiHochbergFDRBy tail-recursive
  • [#79913a2] update logo
  • [#165b8e3] add ascendingand descending versions of the 7 parameter richards curve
• Bugfixes:
  • [#b62743d] fix q value calculation #171
  • [#832f50c] fix svd #159
  • [#ba7ac89] fix Matrix.sumColumns output type #150
  • [#c18863c] fix spearman

Nuget

The nuget package is available at www.nuget.org/packages/FSharp.Stats/0.4.2

0.4.2+b91c80d (Released 2021-7-27)

• Additions:
  • latest commit #b91c80d
  • [#050ead5] add dunnett multi comparison test #75
  • [#2f9fcf7] add RowVector.map #134
  • [#7d89443] add Matrix.map function #134
  • [#352d196] add nonlinear financial models
  • [#d33d971] add Friedman-Test
• Bugfixes:
  • [#6402636] fix degrees of freedom calculations for t statistic
  • [#3d4f3b8] fix Matrix.map references
  • [#b91c80d] fix LevenbergMarquardtConstrained parameter estimation

Nuget
The nuget package is available at nuget.org/packages/FSharp.Stats/0.4.1

0.4.1+e699171 (Released 2021-4-9)

• Additions:
  • latest commit #e699171
  • [#1138ef6] update docs generation workflow
  • [#f8c2ed9] add binder links to all docs
  • [#e5a98bb] update altcover and switch to lcov coverage format
  • [#80c89d0] add generic Seq.cov functions based on Vector.cov.
  • [#8c82d85] add deseq2 medianOfRatios normalization
  • [#eba03f3] add ZScore calculations
  • update clustering, basic stats, and distribution documentation
• Deletions:
  • [#e855845] remove unnecessary doc files
• Bugfixes:
  • [#46d203e] fix Matrix.meanRowWise #119

Nuget
The nuget package is available at https://www.nuget.org/packages/FSharp.Stats/0.4.0

Additions:

• Modernization of build and CI chains

• Additional functionalities:

  • Chi Distribution
  • Box Muller transform
  • Multivariate normal distribution
  • zTransform
  • Statistical correlation testing

• FSharp.Stats.Lapack

  • detachment of FSharp.Stats.Lapack project from FSharp.Stats

• FSharp.Stats.MSF

  • detachment of FSharp.Stats.MSF project from FSharp.Stats

0.1.1 - Thursday, November 7, 2019

Several bugfixes and additions to multiple namespaces.
The documentation and unit tests have been extended.

• FSharp.Stats (core)

  • Additional functionalities:
    • [Sparse Matrix initialization] (https://github.com/CSBiology/FSharp.Stats/commit/94d2d3030a6c390a2a0947730c5feeea77b937b0)
    • [Sparse Matrix multiplication] (https://github.com/CSBiology/FSharp.Stats/commit/0f908c5d0af7efc7919b658d8dc7778cd7369e15) replaced implementation to gain performance
    • [Sparse Matrix QR decomposition] (https://github.com/CSBiology/FSharp.Stats/commit/b098fe21d49a91ec49159ef015768563fa9887cb)
    • Spectral matrix norm
    • [Generalized weighted pearson correlation] (https://github.com/CSBiology/FSharp.Stats/commit/33b449881a1884371416c34dcdd9335202d2a758)

• FSharp.Stats.Fitting

  • Additional functionalities:
    • [Crossvalidation kFold] (https://github.com/CSBiology/FSharp.Stats/commit/4ef896b88636fe6161adfe76fbd0daebb5d54bf9)
    • [RidgeRegression] (https://github.com/CSBiology/FSharp.Stats/commit/7e66392bb126eaeaabe4453f3101648adeb531c4)
    • [Levenberg Marquardt implementation supporting box constrains] (https://github.com/CSBiology/FSharp.Stats/commit/5c1d95aa062bb14a9947cdffdd53f7d90a0f8e5a)

• FSharp.Stats.Signal

  • Additional functionalities:
    • Estimate optimal window width for savitzky golay filters
    • [BaselineALS'] (https://github.com/CSBiology/FSharp.Stats/commit/30bfc3fcba531f7c834b708416915296ff4e3363) internal use of sparse matrices to increase performance

• FSharp.Stats.ML

  • Additional functionalities:
    • [Set similarity measures] (https://github.com/CSBiology/FSharp.Stats/commit/fd1ec1e9d135750db63a2589093da5bb89505e94)
    • Energy landscape plot to SA
    • [GapStatistics] (https://github.com/CSBiology/FSharp.Stats/commit/e02a2dfa5291868e547f2be4813887e6342320c4) assists cluster number optimization

Several bugfixes and additions to multiple namespaces:

• FSharp.Stats (core)

  • Additional functionalities:
    • Matrix FSI printer for increasing convenience when working with matrices
    • Biweight midcorrelation for sequences, vectors and matrices
  • Bug fixes:
    • Fix shuffle functions to not shuffle in place (commits 2816d81 and 475874d)

• FSharp.Stats.Fitting

  • Additional functionalities:
    • Weighted polynomial least squares fitting to cope with heteroscedacity
    • Adjusted coefficient of determination to incorporate the number of required variables
    • Leave-out-one cross validation
    • Exponential fit model in non-linear regression
    • Theil-Sen estimator for robust linear regression
    • Weighted pearson correlation to cope with heteroscedacity
    • Calculate derivatives for polynomial regression

• FSharp.Stats.Interpolation

  • Additional functionalities:
    • Polynomial interpolation
    • Cubic spline interpolating with several boundary conditions
    • Cubic Hermite spline with simple slope estimator
    • Get monotonicity slopes that if possible fit an monotone interpolating cubic spline
    • Calculate derivatives for interpolating polynomials and interpolating cubic splines

• FSharp.Stats.Integration

  • Additional functionality:
    • TwoPointDifferentiation

• FSharp.Stats.Algebra

  • Additional functionality:
    • Calculation of the nullpace of a matrix based on SVD

• FSharp.Stats.Signal

  • Additional functionalities:
    • Ricker wavelet for 2D continuous wavelet transform
    • Marr wavelet for 3D continuous wavelet transform
    • Signal padding
    • Continuous wavelet transform with defaultCWT and discrete CWT

• FSharp.Stats.MSF

  • Several improvements for Hermite (Temporal Classification):
    • commit c0d98de
      • add extrema calculation of constrained spline
      • add third extrema constraints
      • add various weighting methods
      • add corrected AIC model selection criterion