d43ce15b99
STUD-13 . Improve numerical stability of mean statistic algorithm
...
Replace naive summation that prone to floating-point errors (loss of precision) by Welford’s Online Algorithm which updates mean incrementally and more numerically stable.
The cons is slightly higher computational overhead.
2025-05-05 15:34:49 +03:00
59fbe5165f
add Geometric Mean statistic
2025-04-23 16:26:48 +03:00
7ac9794c0c
Add Min/Max statistics
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- Remove ExtremeValueStatistic
- Add benchmark
2025-04-17 16:26:21 +03:00
e41bbe711c
fix global scope pollution
2025-04-16 15:52:16 +03:00
57e4819430
Add "min" and "max" statistics implemented as ExtremeValueStatistic
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- Add ExtremeValueStatistic
- Add statistics docs
2025-04-15 19:53:40 +03:00
06271fb889
0.4.2 release
2025-01-27 09:28:57 +03:00
c9d1de41b1
Update changelog and Readme for 0.4.1
2025-01-12 13:40:41 +03:00
a6fcfdebd1
Merge remote-tracking branch 'spc/dev' into dev
2024-12-24 10:44:42 +03:00
c475c43744
Named buffers and named module
2024-12-14 11:50:46 +03:00
7064546f83
add dokka multimodule
2024-10-04 14:55:15 +03:00
ab16bd16ac
Fix benchmark results script
2024-08-26 13:37:49 +03:00
6c1a5e62bf
Remove buildSrc
2024-08-21 11:56:05 +03:00
b818a8981f
Eigenvalue decomposition API
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Cosmetic change Double -> Float64
2024-08-17 21:11:13 +03:00
91513a1629
Reimplement random-forking chain
2024-08-14 19:20:05 +03:00
2becee7f59
Reimplement random-forking chain
2024-08-09 22:14:24 +03:00
6619db3f45
Reimplement random-forging chain
2024-08-09 10:22:37 +03:00
48d0ee8126
Add Metropolis-Hastings sampler.
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Minor fixes.
2024-08-04 21:26:51 +03:00
57d1cd8c87
Add Metropolis-Hastings sampler.
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Minor fixes.
2024-08-04 15:01:47 +03:00
vasilev.ilya
3417d8cdc1
Minor edits. Tests added. | STUD-7
2024-05-20 01:12:27 +03:00
dbc5488eb2
Minor edits. Tests added. | STUD-7
2024-04-24 23:29:14 +03:00
d0d250c67f
MHS first implementation | STUD-7
2024-04-22 22:01:15 +03:00
255d4ba6b7
Dump API. Update readme
2024-03-27 09:51:23 +03:00
214467d21c
Reformat code
2024-03-27 09:11:12 +03:00
fcb7e2fa7d
Reverse types for buffers and typealiases for geometry.
2024-02-22 21:03:58 +03:00
fd9da63ef9
Prepare for 0.4.0 release
2024-02-18 15:05:56 +03:00
10739e0d04
Performance fixes
2024-02-18 12:27:46 +03:00
f8e91c2402
Finishing fixes
2024-02-17 21:32:26 +03:00
a526dcc16b
Merge branch 'dev' into dev-0.4
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# Conflicts:
# kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/MatrixFeatures.kt
# kmath-core/src/commonMain/kotlin/space/kscience/kmath/misc/Featured.kt
# kmath-ejml/src/main/kotlin/space/kscience/kmath/ejml/_generated.kt
# kmath-memory/src/commonMain/kotlin/space/kscience/kmath/memory/MemoryBuffer.kt
# kmath-optimization/src/commonMain/kotlin/space/kscience/kmath/optimization/OptimizationBuilder.kt
2024-02-07 21:53:49 +03:00
Gleb Minaev
cc4159be67
Update/Add copyright comments. Regenerate code for kmath-ejml.
2024-01-05 01:50:27 +03:00
2f2f552648
0.4 WIP
2023-11-11 10:19:09 +03:00
67994d35d9
Merge branch 'dev' into dev-0.4
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# Conflicts:
# CHANGELOG.md
# build.gradle.kts
# examples/src/main/kotlin/space/kscience/kmath/operations/mixedNDOperations.kt
# kmath-commons/src/main/kotlin/space/kscience/kmath/commons/linear/CMMatrix.kt
# kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/Float64LinearSpace.kt
# kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/LupDecomposition.kt
# kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/Float64FieldND.kt
# kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Circle2D.kt
# kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Float64Space2D.kt
# kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean3d/Float64Space3D.kt
# kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/vectorPrecision.kt
# kmath-nd4j/src/main/kotlin/space/kscience/kmath/nd4j/Nd4jTensorAlgebra.kt
# kmath-tensorflow/src/main/kotlin/space/kscience/kmath/tensorflow/DoubleTensorFlowAlgebra.kt
# kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt
# kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/IntTensorAlgebra.kt
# kmath-viktor/src/main/kotlin/space/kscience/kmath/viktor/ViktorFieldOpsND.kt
2023-08-12 21:38:43 +03:00
19bebfd1ed
Finish naming change
2023-08-12 11:21:59 +03:00
62f1c59d73
Fix Median statistics. Update algebra naming. Add integer fields
2023-08-12 10:46:43 +03:00
6da51b7794
[WIP] Features to Attributes refactoring
2023-07-09 15:51:50 +03:00
8eb25596a0
Variance test post-merge cleanup
2023-05-09 19:22:39 +03:00
mrFendel
f44039e309
-- refactoring
2023-05-05 18:50:10 +03:00
mrFendel
16385b5f4e
-- refactoring
2023-05-05 18:45:54 +03:00
mrFendel
1e27af9cf5
- Zelen-Severo CDF aproximation
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- p-value for varianceRatioTest
2023-04-19 17:13:47 +03:00
mrFendel
0193349f94
requirements, default parameters, new Test for varianceRatioTest
2023-04-19 01:36:54 +03:00
mrFendel
98781c83ad
fixed bug with heteroscedastic z-score in Variance Ratio Test
2023-04-18 19:16:10 +03:00
mrFendel
e6da61c52a
refactoring
2023-04-18 01:53:07 +03:00
mrFendel
5b95923bb9
fixed zip in SereiesAlgebra + tests for VarianceRatio
2023-04-14 06:36:20 +03:00
mrFendel
a91b43a52d
tests for varianceRatio
2023-04-13 17:52:14 +03:00
mrFendel
0ce1861ab4
refactoring
2023-04-13 03:47:36 +03:00
mrFendel
a68ebef26d
zScore for variance Ratio Test
2023-04-13 03:38:10 +03:00
mrFendel
2b83560da8
Variance Ratio function
2023-04-12 22:24:48 +03:00
mrFendel
31d1cc774a
added shiftOperartion and diff
2023-04-11 20:31:04 +03:00
b2746e5c0e
Wasm support
2023-04-09 10:55:58 +03:00
ce388fed44
Move annotations to base package. Fix series
2023-04-07 19:55:34 +03:00
72c7030297
Add time series example stub
2023-03-10 22:50:41 +03:00
