Release 0.4.3

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

Release 0.4.2

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

Release 0.4.1

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

Release 0.4.0

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

release 0.1.1

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] (94d2d30)
    • [Sparse Matrix multiplication] (0f908c5) replaced implementation to gain performance
    • [Sparse Matrix QR decomposition] (b098fe2)
    • Spectral matrix norm
    • [Generalized weighted pearson correlation] (33b4498)

• FSharp.Stats.Fitting

  • Additional functionalities:
    • [Crossvalidation kFold] (4ef896b)
    • [RidgeRegression] (7e66392)
    • [Levenberg Marquardt implementation supporting box constrains] (5c1d95a)

• FSharp.Stats.Signal

  • Additional functionalities:
    • Estimate optimal window width for savitzky golay filters
    • [BaselineALS'] (30bfc3f) internal use of sparse matrices to increase performance

• FSharp.Stats.ML

  • Additional functionalities:
    • [Set similarity measures] (fd1ec1e)
    • Energy landscape plot to SA
    • [GapStatistics] (e02a2df) assists cluster number optimization

release 0.1.0

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