Commit Graph

99 Commits

Author SHA1 Message Date
Brendan Tracey
572d9101fe blas64: add length field N to Vector
blas64: add length field N to Vector

Alongside, fix the implementation of mat.VecDense and mat.Diagonal, as well as other changes needed to fix this change.

Fixes #736.
2018-12-10 08:36:04 +00:00
deas-mhumhna
435185761c stat/distuv: add binomial distribution 2018-12-09 07:39:48 +10:30
mestorlx
5c95e7754f stat/distuv: fix Laplace.Fit (#644)
* stat/distuv: fix Laplace.Fit

* Signed Authors and Contributors
2018-11-16 07:01:38 +00:00
Vincent Thiery
acd85591b9 stat: add support for LinInterp CumulantKind for Quantile 2018-10-27 20:27:10 +10:30
Vincent Thiery
9922db8293 stat: reduce golint warnings 2018-10-15 20:50:06 +10:30
Vincent Thiery
36761eab7a stat: add comment for calculating variance in cases with low weight sum 2018-10-07 08:13:19 +10:30
Brendan Tracey
7f00e25224 mat: Add Diagonal interface and DiagDense type (#594)
mat: Add Diagonal interface and DiagDense type

Fixes 592.
2018-10-04 21:05:13 +01:00
Dan Kortschak
a809dafcb1 stat/spatial: fix example name 2018-09-06 17:04:44 +09:30
Dan Kortschak
70492dcef1 all: quieten vet for unkeyed composite literals in test code 2018-09-02 07:59:12 +09:30
bigflood
0b673ab98b stat/distuv: more accurate calculation of Normal.CDF and LogNormal.CDF (#580)
* A+C: add Taesu Pyo

* stat/distuv: more accurate calculation of Normal.CDF and Lognormal.CDF

Fixes #577
2018-09-01 23:27:15 +01:00
Sebastien Binet
95e9db9a70 stat: add example for LinearRegression 2018-08-27 07:08:14 +02:00
Brendan Tracey
73ea1e7329 stat: optimize LinearRegression code, providing speedups of 40% (#563)
* stat: optimize LinearRegression code, providing speedups of 40%

Benchmarks
BenchmarkLinearRegression/n10000wfof-8 70687 42916 -39.29%
BenchmarkLinearRegression/n10000wfof-8 66305 40844 -38.40%
BenchmarkLinearRegression/n10000wfof-8 66262 40922 -38.24%
BenchmarkLinearRegression/n10000wfof-8 65864 42854 -34.94%
BenchmarkLinearRegression/n10000wfof-8 65366 40753 -37.65%
2018-08-02 16:18:28 -04:00
Vladimir Chalupecky
e9e56344e3 all: fix capitalization of Gonum in copyright headers 2018-06-22 17:32:53 +02:00
Sebastien Binet
14efad756b stat: refactor Quantile to prepare for more CumulantKinds
This CL exposes some hidden documentation about stat.CumulantKinds and
refactor the current empirical Quantile into its own function.
2018-06-07 12:03:43 +02:00
Dan Kortschak
5bdd2ff971 stat: fix panic message 2018-06-07 15:48:19 +09:30
Brendan Tracey
ee7a7204dd stat/distuv: Add Bhattacharyya and Hellinger distances for Beta and N… (#514)
* stat/distuv: Add Bhattacharyya and Hellinger distances for Beta and Normal distributions
2018-06-05 16:44:52 -06:00
Brendan Tracey
6ee525f5f2 stat/distuv: Add Entropy function for Beta distribution (#513)
* stat/distuv: Add Entropy function for Beta distribution
2018-05-30 22:43:20 -06:00
Brendan Tracey
c75679ee1e stat/distmv: Add KL divergence for two Dirichlet distributions (#508)
* distmv: Add KL divergence for two Dirichlet distributions
2018-05-25 14:48:57 -06:00
Brendan Tracey
e90ac0ca1e stat/distuv: change KL comment spelling and distance to divergence (#510)
* stat/distuv: change KL comment spelling and distance to divergence
2018-05-25 14:48:35 -06:00
Brendan Tracey
2a09e81714 stat/distuv: Add KL divergences for Normal and Beta distributions (#509) 2018-05-24 21:08:18 -06:00
Vladimir Chalupecky
be2398aa0a stat: test that principal vectors are orthonormal 2018-05-14 15:29:47 +02:00
Vladimir Chalupecky
ba27369da3 stat: handle non-unique results in test for PC 2018-05-14 15:29:47 +02:00
Dan Kortschak
22ecbbb4f5 mds: new package for multidimensional scaling 2018-05-05 16:24:40 +09:30
Brendan Tracey
3be32e891f stat/distuv: add inverse gamma distribution (#471)
* stat/distuv: add inverse gamma distribution
2018-05-03 08:53:00 -06:00
Dan Kortschak
4eed5b6553 all: replace publicly facing *rand.Rand with rand.Source 2018-05-03 07:40:18 +09:30
Brendan Tracey
d79d0127d7 stat/distuv: Add Gumbel distribution (#440)
* stat/distuv: Add Gumbel distribution
2018-03-21 21:40:27 -06:00
kortschak
870bcdceb6 stat: fix ROC for uniform cases 2018-01-30 06:56:02 +10:30
Sebastien Binet
0ec7ac37df stat/distmv: use custom source in Uniform.Rand when available
Fixes gonum/gonum#394.
2018-01-17 21:01:03 +01:00
kortschak
6f65e4ee2e stat: generalise Mehalanobis vector parameters 2017-12-29 05:56:45 +10:30
Brendan Tracey
57620814e8 stat/sampleuv,stat/samplemv: remove individual functions and rename t… (#357)
* stat/sampleuv,stat/samplemv: remove individual functions and rename types
2017-12-20 23:38:36 -05:00
Brendan Tracey
b87db04aa4 stat/distmv: add Nu function to Student's T (#356)
* stat/distmv: add Nu method to Student's T
2017-12-20 09:11:13 -07:00
Brendan Tracey
12862f70a9 stat/all: Change all Source to Src (#355)
* stat/all: Change all Source to Src

Fixes original gonum/stat #147
2017-12-19 05:53:59 -07:00
kczimm
5c0b5a65c5 stat: add uniform tests. (#307) 2017-12-18 20:40:24 -07:00
Max Halford
afe00782c1 Tidy Kendall correlation code 2017-12-15 10:02:28 +10:30
Max Halford
6dd067537a Edit comment of KendallCorrelation 2017-12-15 10:02:28 +10:30
Max Halford
4ecd1f23e5 Add weighting to KendallCorrelation 2017-12-15 10:02:28 +10:30
Max Halford
69e1c0e06e Add Kendall correlation 2017-12-15 10:02:28 +10:30
kczimm
2b530dd15c stat: implement Poisson rejection sampling. (#333)
* stat: implement Poisson rejection sampling.
2017-12-12 10:47:55 -07:00
kczimm
153d48337f stat: implement Pareto (#309) 2017-12-07 23:23:03 -07:00
kortschak
b193f93dd4 stat/distuv: use golang.org/x/exp/rand 2017-12-07 15:33:45 +10:30
kczimm
c1e1bf3def implement Poisson based on PR #259 (#304)
* stat/distuv: implement Poisson
2017-12-06 20:29:38 -07:00
Brendan Tracey
a3eff45798 stat/combin: add Cartesian for constructing the cartesian product of … (#303)
* stat/combin: add Cartesian for constructing the cartesian product of a set of slices
2017-11-19 22:17:43 -07:00
Dan Kortschak
790b7356e7 all: migrate to golang.org/x/exp/rand 2017-11-20 15:20:25 +10:30
kortschak
54a5f6f081 all: fix build and make tests pass with new streams 2017-11-17 12:38:53 +10:30
kortschak
fa0c5aa7bc all: use golang.org/x/exp/rand instead of math/rand 2017-11-17 11:52:34 +10:30
kortschak
81f1289e48 all: run Go tip gofmt -s 2017-11-16 17:54:36 +10:30
kortschak
805531d142 all: change capitalization of gonum in license header 2017-11-02 06:54:08 +10:30
Brendan Tracey
637e7b76b9 stat/samplemv: give tests fixed random seeds (#290) 2017-10-27 00:27:34 -06:00
kortschak
8c60ecd94c stat/sampleuv: add missing return 2017-10-26 17:13:47 +10:30
Brendan Tracey
5668e4c11f stat/samplemv: add Halton sampling procedure (#264)
* stat/samplemv: add Halton sampling procedure
2017-10-25 17:02:30 -06:00