## Changes in 0.15.0.0 * Modules `Statistics.Matrix.*` are split into new package `dense-linear-algebra` and exponent field is removed from `Matrix` data type. * Module `Statistics.Normalize` which contains functions for normalization of samples * Module `Statistics.Quantile` reworked: - `ContParam` given `Default` instance - `quantile` should be used instead of `continuousBy` - `median` and `mad` are added - `quantiles` and `quantilesVec` functions for computation of set of quantiles added. * Modules `Statistics.Function.Comparison` and `Statistics.Math.RootFinding` are removed. Corresponding functionality could be found in `math-functions` package. * Fix vector index out of bounds in `bootstrapBCA` and `bootstrapRegress` (see issue #149) ## Changes in 0.14.0.2 * Compatibility fixes with older GHC ## Changes in 0.14.0.1 * Restored compatibility with GHC 7.4 & 7.6 ## Changes in 0.14.0.0 Breaking update. It seriously changes parts of API. It adds new data types for dealing with with estimates, confidence intervals, confidence levels and p-value. Also API for statistical tests is changed. * Module `Statistis.Types` now contains new data types for estimates, upper/lower bounds, confidence level, and p-value. - `CL` for representing confidence level - `PValue` for representing p-values - `Estimate` data type moved here from `Statistis.Resampling.Bootstrap` and now parametrized by type of error. - `NormalError` — represents normal error. - `ConfInt` — generic confidence interval - `UpperLimit`,`LowerLimit` for upper/lower limits. * New API for statistical tests. Instead of simply return significant/not significant it returns p-value, test statistics and distribution of test statistics if it's available. Tests also return `Nothing` instead of throwing error if sample size is not sufficient. Fixes #25. * `Statistics.Tests.Types.TestType` data type dropped * New smart constructors for distributions are added. They return `Nothing` if parameters are outside of allowed range. * Serialization instances (`Show/Read, Binary, ToJSON/FromJSON`) for distributions no longer allows to create data types with invalid parameters. They will fail to parse. Cached values are not serialized either so `Binary` instances changed normal and F-distributions. Encoding to JSON changed for Normal, F-distribution, and χ² distributions. However data created using older statistics will be successfully decoded. Fixes #59. * Statistics.Resample.Bootstrap uses new data types for central estimates. * Function for calculation of confidence intervals for Poisson and binomial distribution added in `Statistics.ConfidenceInt` * Tests of position now allow to ask whether first sample on average larger than second, second larger than first or whether they differ significantly. Affects Wilcoxon-T, Mann-Whitney-U, and Student-T tests. * API for bootstrap changed. New data types added. * Bug fixes for #74, #81, #83, #92, #94 * `complCumulative` added for many distributions. ## Changes in 0.13.3.0 * Kernel density estimation and FFT use generic versions now. * Code for calculation of Spearman and Pearson correlation added. Modules `Statistics.Correlation.Spearman` and `Statistics.Correlation.Pearson`. * Function for calculation covariance added in `Statistics.Sample`. * `Statistics.Function.pair` added. It zips vector and check that lengths are equal. * New functions added to `Statistics.Matrix` * Laplace distribution added. ## Changes in 0.13.2.3 * Vector dependency restored to >=0.10 ## Changes in 0.13.2.2 * Vector dependency lowered to >=0.9 ## Changes in 0.13.2.1 * Vector dependency bumped to >=0.10 ## Changes in 0.13.2.0 * Support for regression bootstrap added ## Changes in 0.13.1.1 * Fix for out of bound access in bootstrap (see `bos/criterion#52`) ## Changes in 0.13.1.0 * All types now support JSON encoding and decoding. ## Changes in 0.12.0.0 * The `Statistics.Math` module has been removed, after being deprecated for several years. Use the [math-functions](http://hackage.haskell.org/package/math-functions) package instead. * The `Statistics.Test.NonParametric` module has been removed, after being deprecated for several years. * Added support for Kendall's tau. * Added support for OLS regression. * Added basic 2D matrix support. * Added the Kruskal-Wallis test. ## Changes in 0.11.0.3 * Fixed a subtle bug in calculation of the jackknifed unbiased variance. * The test suite now requires QuickCheck 2.7. * We now calculate quantiles for normal distribution in a more numerically stable way (bug #64). ## Changes in 0.10.6.0 * The Estimator type has become an algebraic data type. This allows the jackknife function to potentially use more efficient jackknife implementations. * jackknifeMean, jackknifeStdDev, jackknifeVariance, jackknifeVarianceUnb: new functions. These have O(n) cost instead of the O(n^2) cost of the standard jackknife. * The mean function has been renamed to welfordMean; a new implementation of mean has better numerical accuracy in almost all cases. ## Changes in 0.10.5.2 * histogram correctly chooses range when all elements in the sample are same (bug #57) ## Changes in 0.10.5.1 * Bug fix for S.Distributions.Normal.standard introduced in 0.10.5.0 (Bug #56) ## Changes in 0.10.5.0 * Enthropy type class for distributions is added. * Probability and probability density of distribution is given in log domain too. ## 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 continuous 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 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. ## Changes in 0.10.0.1 * `dct` and `idct` now have type `Vector Double -> Vector Double` ## 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. * Discrete Fourie transform is 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