statistics: A library of statistical types, data, and functions

[ bsd2, library, math, statistics ] [ Propose Tags ]

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 0.10.4.0

  • Support for versions of GHC older than 7.2 is discontinued.

  • All datatypes now support Data.Binary and GHC.Generics.

Changes in 0.10.3.0

  • Bug fixes

Changes in 0.10.2.0

  • Bugs in DCT and IDCT are fixed.

  • Accesors for uniform distribution are added.

  • ContGen instances for all continous distribtuions are added.

  • Beta distribution is added.

  • Constructor for improper gamma distribtuion is added.

  • Binomial distribution allows zero trials.

  • Poisson distribution now accept zero parameter.

  • Integer overflow in caculation of Wilcoxon-T test is fixed.

  • Bug in ContGen instance for normal distribution is fixed.

Changes in 0.10.1.0

  • Kolmogorov-Smirnov nonparametric test added.

  • Pearson's chi squared test added.

  • Type class for generating random variates for given distribution is added.

  • Modules Statistics.Math and Statistics.Constants are moved to the math-functions package. They are still available but marked as deprecated.


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Versions [RSS] 0.1, 0.2, 0.2.1, 0.2.2, 0.3, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.3.5, 0.3.6, 0.4.0, 0.4.1, 0.5.0.0, 0.5.1.0, 0.5.1.1, 0.5.1.2, 0.6.0.0, 0.6.0.1, 0.6.0.2, 0.7.0.0, 0.8.0.0, 0.8.0.1, 0.8.0.2, 0.8.0.3, 0.8.0.4, 0.8.0.5, 0.9.0.0, 0.10.0.0, 0.10.0.1, 0.10.1.0, 0.10.2.0, 0.10.3.0, 0.10.3.1, 0.10.4.0, 0.10.4.1, 0.10.5.0, 0.10.5.1, 0.10.5.2, 0.11.0.0, 0.11.0.1, 0.11.0.2, 0.11.0.3, 0.12.0.0, 0.13.1.0, 0.13.1.1, 0.13.2.0, 0.13.2.1, 0.13.2.2, 0.13.2.3, 0.13.3.0, 0.14.0.0, 0.14.0.1, 0.14.0.2, 0.15.0.0, 0.15.1.0, 0.15.1.1, 0.15.2.0, 0.16.0.0, 0.16.0.1, 0.16.0.2, 0.16.1.0 (info)
Change log ChangeLog
Dependencies base (<5), binary (>=0.6.3.0), deepseq (>=1.1.0.2), erf, ghc-prim, math-functions (>=0.1.2), monad-par (>=0.3.4), mwc-random (>=0.11.0.0), primitive (>=0.3), vector (>=0.7.1), vector-algorithms (>=0.4), vector-binary-instances (>=0.2.1) [details]
License BSD-3-Clause
Copyright 2009, 2010, 2011 Bryan O'Sullivan
Author Bryan O'Sullivan <bos@serpentine.com>
Maintainer Bryan O'Sullivan <bos@serpentine.com>
Revised Revision 1 made by HerbertValerioRiedel at 2015-01-08T15:40:54Z
Category Math, Statistics
Home page https://github.com/bos/statistics
Bug tracker https://github.com/bos/statistics/issues
Source repo head: git clone https://github.com/bos/statistics
head: hg clone https://bitbucket.org/bos/statistics
Uploaded by BryanOSullivan at 2013-05-01T20:10:08Z
Distributions Arch:0.16.1.0, Debian:0.15.2.0, Fedora:0.15.2.0, FreeBSD:0.13.2.3, LTSHaskell:0.16.1.0, NixOS:0.16.1.0, openSUSE:0.16.0.1
Downloads 108926 total (365 in the last 30 days)
Rating 2.25 (votes: 2) [estimated by Bayesian average]
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Status Docs uploaded by user
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Readme for statistics-0.10.4.1

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Statistics: efficient, general purpose statistics

This package provides the Statistics module, a Haskell library for working with statistical data in a space- and time-efficient way.

Where possible, we give citations and computational complexity estimates for the algorithms used.

Performance

This library has been carefully optimised for high performance. To obtain the best runtime efficiency, it is imperative to compile libraries and applications that use this library using a high level of optimisation.

Get involved!

Please report bugs via the github issue tracker.

Master git mirror:

  • git clone git://github.com/bos/statistics.git

There's also a Mercurial mirror:

  • hg clone https://bitbucket.org/bos/statistics

(You can create and contribute changes using either Mercurial or git.)

Authors

This library is written and maintained by Bryan O'Sullivan, bos@serpentine.com.