RELEASE_NOTES.md

0.4.0 - Tuesday. December 15, 2020

The documentation and unit tests have been extended.

• FSharp.Stats

  • 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

0.3.0-beta - Friday, October 9, 2020

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

Version bump to 0.3.0

• FSharp.Stats

  • Improvement of gap statistics performance
  • Bug fixes:
    • Random number generator bug in GapStatistics
    • Slope calculation for monoton spline
    • F distribution CDF
    • Chi square CDF
    • Covariance calculation
    • Tukey's HSD
    • Covariance calculation
  • Additional functionalities:
    • Silhouette index for cluster number determination
    • Extend range support for hypergeometric distribution
    • getCriticalTValue function
    • Confidence and prediction bands for simple linear regression
    • Shuffle and split cross validation
    • Generic version of leave one out cross validation
    • Constrained simple linear regression
    • Distribution distance metrices
    • Confidence intervals
    • SEM (Standard error of the mean)
    • Growth curve fitting
    • One sample t test
    • Hierarchical clustering aggregation
    • F test
    • Fishers LSD
    • H test
    • Studentized range distribution

• FSharp.Stats.Lapack

  • no changes

• FSharp.Stats.MSF

  • Modularization of temporal classification module
  • Additional functionalities:
    • xSpacing independent derivative determination with cubic splines

0.2.1-beta - Monday, February 17, 2020

First nuget pre-release package.

Version bump to 0.2.1-beta.

• FSharp.Stats

  • no changes

• FSharp.Stats.Lapack

  • no changes

• FSharp.Stats.MSF

  • no changes

0.2.0 - Friday, February 14, 2020

Additions, improvements and bugfixes in multiple namespaces. The documentation has been extended.

• FSharp.Stats.Fitting

  • Additional functionalities:
    • Nonlinear regression models for logistic functions
    • Parameter estimation for constrained Levenberg Marquard solver

• FSharp.Stats.ML

  • Namespace typo fix for GapStatistics. Watch out if using older versions.
  • Additional functionalities:
    • Imputation speed increase

• FSharp.Stats.MSF

  • Additional functionalities:
    • Third derivative spline calculation

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
    • Sparse Matrix multiplication replaced implementation to gain performance
    • Sparse Matrix QR decomposition
    • Spectral matrix norm
    • Generalized weighted pearson correlation

• FSharp.Stats.Fitting

  • Additional functionalities:
    • Crossvalidation kFold
    • RidgeRegression
    • Levenberg Marquardt implementation supporting box constrains

• FSharp.Stats.Signal

  • Additional functionalities:
    • Estimate optimal window width for savitzky golay filters
    • BaselineALS' internal use of sparse matrices to increase performance

• FSharp.Stats.ML

  • Additional functionalities:
    • Set similarity measures
    • Energy landscape plot to SA
    • GapStatistics assists cluster number optimization

0.1.0 - Wednesday, July 3, 2019

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

0.0.14 - Friday, April 12, 2019

• PCA

0.0.13 - Wednesday, December 12, 2018

• Fix pValueAdjust

0.0.12 - Tuesday, December 11, 2018

• Fix median

0.0.11 - Monday, December 10, 2018

• Bump version to 0.0.11

0.0.1 - Tuesday, July 3, 2018

• Initial release