dsimcha wrote:
== Quote from Don ([EMAIL PROTECTED])'s article
Binomial, hypergeometric, normal, Poisson, Kolmogorov CDFs, hypergeometric,
Poisson, binomial PDFs. Inverse normal distribution,
Most of these are in Tango (not Kolmogorov). Are yours different in some
way?
They calculate the exact log factorial using a caching scheme. Not sure how
much
accuracy this actually buys, though it costs some memory. I should probably
change the logFactorial function to a gamma approximation at least for large N.
That shouldn't be necessary. If logGamma() isn't giving an accurate
factorial (within a couple of bits of precision), that's a problem with
logGamma. Please generate a bug report.
Also, Tango doesn't have hypergeometric.
You're right. It's still on my hard disk, I wasn't quite happy it.
A struct to generate all possible permutations of a sequence.
>
> Correlation (Pearson, Spearman rho, Kendall tau). Note that the
Kendall
> tau correlation is a very efficient O(N log N) version.
>
> Mean, standard deviation, variance, kurtosis, percent variance for
arrays of
> numeric values.
>
> Shannon entropy, mutual information.
>
> Kolmogorov-Smirnov tests
Sounds good.
This is more the part that I thought might be useful.
On the other hand, I'm a scientist, not a full-time programmer,
Me too!
Is there any interest in this from others in the D community? Do other people
think that D would benefit from having a decent statistics library?
Yes. Which is why I put the existing stuff into Tango.
BCS has offered me Scrapple access, I'll post the code there under a permissive
license. From there, Tango and Phobos devs can look at it and do as they see
fit.
Cool!
