name: statistics
version: 0.10.0.1
synopsis: A library of statistical types, data, and functions
description:
This library provides a number of common functions and types useful
in statistics. We focus on high performance, numerical robustness,
and use of good algorithms. Where possible, we provide
references to the statistical literature.
.
The library's facilities can be divided into four broad categories:
.
* Working with widely used discrete and continuous probability
distributions. (There are dozens of exotic distributions in use;
we focus on the most common.)
.
* Computing with sample data: quantile estimation, kernel density
estimation, histograms, bootstrap methods, significance testing,
and autocorrelation analysis.
.
* Random variate generation under several different distributions.
.
* Common statistical tests for significant differences between
samples.
.
Changes in 0.10.0.0:
.
* The type classes @Mean@ and @Variance@ are split in two. This is
required for distributions which do not have finite variance or
mean.
.
* The @S.Sample.KernelDensity@ module has been renamed, and
completely rewritten to be much more robust. The older module
oversmoothed multi-modal data. (The older module is still
available under the name @S.Sample.KernelDensity.Simple@).
.
* Histogram computation is added, in @S.Sample.Histogram@.
.
* Forward and inverse discrete Fourier and cosine transforms are
added, in @S.Transform@.
.
* Root finding is added, in @S.Math.RootFinding@.
.
* The @complCumulative@ function is added to the @Distribution@
class in order to accurately assess probalities P(X>x) which are
used in one-tailed tests.
.
* A @stdDev@ function is added to the @Variance@ class for
distributions.
.
* The constructor @S.Distribution.normalDistr@ now takes standard
deviation instead of variance as its parameter.
.
* A bug in @S.Quantile.weightedAvg@ is fixed. It produced a wrong
answer if a sample contained only one element.
.
* Bugs in quantile estimations for chi-square and gamma distribution
are fixed.
.
* Integer overlow in @mannWhitneyUCriticalValue@ is fixed. It
produced incorrect critical values for moderately large
samples. Something around 20 for 32-bit machines and 40 for 64-bit
ones.
.
* A bug in @mannWhitneyUSignificant@ is fixed. If either sample was
larger than 20, it produced a completely incorrect answer.
.
* One- and two-tailed tests in @S.Tests.NonParametric@ are selected
with sum types instead of @Bool@.
.
* Test results returned as enumeration instead of @Bool@.
.
* Performance improvements for Mann-Whitney U and Wilcoxon tests.
.
* Module @S.Tests.NonParamtric@ is split into @S.Tests.MannWhitneyU@
and @S.Tests.WilcoxonT@
.
* @sortBy@ is added to @S.Function@.
.
* Mean and variance for gamma distribution are fixed.
.
* Much faster cumulative probablity functions for Poisson and
hypergeometric distributions.
.
* Better density functions for gamma and Poisson distributions.
.
* Student-T, Fisher-Snedecor F-distributions and Cauchy-Lorentz
distrbution are added.
.
* The function @S.Function.create@ is removed. Use @generateM@ from
the @vector@ package instead.
.
* Function to perform approximate comparion of doubles is added to
@S.Function.Comparison@
.
* Regularized incomplete beta function and its inverse are added to
@S.Function@.
license: BSD3
license-file: LICENSE
homepage: https://github.com/bos/statistics
bug-reports: https://github.com/bos/statistics/issues
author: Bryan O'Sullivan
maintainer: Bryan O'Sullivan
copyright: 2009, 2010, 2011 Bryan O'Sullivan
category: Math, Statistics
build-type: Simple
cabal-version: >= 1.8
extra-source-files:
README.markdown
examples/kde/KDE.hs
examples/kde/data/faithful.csv
examples/kde/kde.html
examples/kde/kde.tpl
tests/Tests/Math/gen.py
library
exposed-modules:
Statistics.Autocorrelation
Statistics.Constants
Statistics.Distribution
Statistics.Distribution.Binomial
Statistics.Distribution.CauchyLorentz
Statistics.Distribution.ChiSquared
Statistics.Distribution.Exponential
Statistics.Distribution.FDistribution
Statistics.Distribution.Gamma
Statistics.Distribution.Geometric
Statistics.Distribution.Hypergeometric
Statistics.Distribution.Normal
Statistics.Distribution.Poisson
Statistics.Distribution.StudentT
Statistics.Distribution.Uniform
Statistics.Function
Statistics.Math
Statistics.Math.RootFinding
Statistics.Quantile
Statistics.Resampling
Statistics.Resampling.Bootstrap
Statistics.Sample
Statistics.Sample.Histogram
Statistics.Sample.KernelDensity
Statistics.Sample.KernelDensity.Simple
Statistics.Sample.Powers
Statistics.Test.NonParametric
Statistics.Test.Types
Statistics.Test.MannWhitneyU
Statistics.Test.WilcoxonT
Statistics.Transform
Statistics.Types
other-modules:
Statistics.Distribution.Poisson.Internal
Statistics.Function.Comparison
Statistics.Internal
Statistics.Test.Internal
build-depends:
base < 5,
deepseq >= 1.1.0.2,
erf,
monad-par >= 0.1.0.1,
mwc-random >= 0.8.0.5,
primitive >= 0.3,
vector >= 0.7.1,
vector-algorithms >= 0.4
if impl(ghc >= 6.10)
build-depends:
base >= 4
-- gather extensive profiling data for now
ghc-prof-options: -auto-all
ghc-options: -O2 -Wall -funbox-strict-fields
if impl(ghc >= 6.8)
ghc-options: -fwarn-tabs
test-suite tests
type: exitcode-stdio-1.0
hs-source-dirs: tests
main-is: tests.hs
other-modules:
Tests.Distribution
Tests.Helpers
Tests.Math
Tests.Math.Tables
Tests.NonparametricTest
Tests.Transform
ghc-options:
-Wall -threaded -rtsopts
build-depends:
base,
ieee754 >= 0.7.3,
HUnit,
QuickCheck >= 2,
test-framework,
test-framework-quickcheck2,
test-framework-hunit,
statistics,
primitive,
vector,
vector-algorithms,
erf
source-repository head
type: git
location: https://github.com/bos/statistics
source-repository head
type: mercurial
location: https://bitbucket.org/bos/statistics