Math.NET Numericshttp://mathnetnumerics.codeplex.com/project/feeds/rssMath.NET Numerics is an open source numerical library for the .NET Framework and Mono.Updated Wiki: Homehttps://mathnetnumerics.codeplex.com/wikipage?version=31<div class="wikidoc"><h1>Math.NET Numerics</h1>
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.<br />
<h1>MOVED</h1>
This project is not maintained here at Codeplex. Please use the following links instead:<br />
<ul><li><b><a href="http://numerics.mathdotnet.com/">Website and Documentation</a></b></li>
<li><b><a href="http://discuss.mathdotnet.com/c/numerics">Discussions</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Issues & Bugs</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics">Git Repository</a></b></li></ul>
<br /><b>Please report issues over at <a href="https://github.com/mathnet/mathnet-numerics/issues">GitHub</a> and ask questions over at <a href="http://discuss.mathdotnet.com/c/numerics">Discourse</a> instead of here. Thanks.</b><br /> <br /> </div><div class="ClearBoth"></div>cdrnetSat, 18 Jul 2015 18:46:36 GMTUpdated Wiki: Home 20150718064636PUpdated Wiki: Homehttps://mathnetnumerics.codeplex.com/wikipage?version=30<div class="wikidoc"><h1>Math.NET Numerics</h1>
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.<br />
<h1>MOVED</h1>
This project is not maintained here at Codeplex. Please use the following links instead:<br />
<ul><li><b><a href="http://numerics.mathdotnet.com/">Website and Documentation</a></b></li>
<li><b><a href="http://discuss.mathdotnet.com/c/numerics">Discussions</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Issues & Bugs</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Git Repository</a></b></li></ul>
<br /><b>Please report issues over at <a href="https://github.com/mathnet/mathnet-numerics/issues">GitHub</a> and ask questions over at <a href="http://discuss.mathdotnet.com/c/numerics">Discourse</a> instead of here. Thanks.</b><br /> <br /> </div><div class="ClearBoth"></div>cdrnetSat, 18 Jul 2015 18:43:00 GMTUpdated Wiki: Home 20150718064300PNew Post: Question regarding curve fittinghttp://mathnetnumerics.codeplex.com/discussions/640927<div style="line-height: normal;">Hi,
<br />
<br />
Until not very long ago this was indeed the place for questions, but I've started switching to <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a> instead recently. May I ask you to ask this question there instead?
<br />
<br />
Thanks,
<br />
Christoph<br />
</div>cdrnetSun, 05 Jul 2015 04:24:16 GMTNew Post: Question regarding curve fitting 20150705042416AUpdated Wiki: Homehttps://mathnetnumerics.codeplex.com/wikipage?version=29<div class="wikidoc"><h1>Math.NET Numerics</h1>
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.<br />
<h1>MOVED</h1>
This project is not maintained here at Codeplex. Please use the following links instead:<br />
<ul><li><b><a href="http://numerics.mathdotnet.com/">Website and Documentation</a></b></li>
<li><b><a href="http://discuss.mathdotnet.com/c/numerics">Discussions</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Issues & Bugs</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Git Repository</a></b></li></ul>
<br /><b>Please report issues over at <a href="https://github.com/mathnet/mathnet-numerics/issues">GitHub</a> and ask questions over at <a href="http://discuss.mathdotnet.com/c/numerics">Discourse</a> instead of here. Thanks.</b><br /> <br /> </div><div class="ClearBoth"></div>cdrnetSun, 05 Jul 2015 04:22:04 GMTUpdated Wiki: Home 20150705042204ANew Post: Question regarding curve fittinghttp://mathnetnumerics.codeplex.com/discussions/640927<div style="line-height: normal;">I am not sure whether this discussion list is also for questions regarding how to use the library in practice?
<br />
<br />
If not, where should I ask my question?
<br />
<br />
If so, here is the question. Is it possible and can you give an example on how to find the bezier control points for the smooth curve that passes through a given range of points (x, y coordinates)?
<br />
I need it for a closed and for a non-closed curve.<br />
</div>GHermansFri, 03 Jul 2015 22:57:42 GMTNew Post: Question regarding curve fitting 20150703105742PNew Post: boxcox-tranfsform to make data more normal distribution likehttp://mathnetnumerics.codeplex.com/discussions/640553<div style="line-height: normal;">Hi,
<br />
<br />
This would certainly be a welcome addition, and part of one of the focus areas we'd like to become stronger in. I'm not aware of anyone specifically working on this though, but I can help.
<br />
<br />
Thanks,
<br />
Christoph
<br />
<br />
PS: I'm about to finally replace this codeplex discussion site with <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a> - maybe we could move this discussion over there?<br />
</div>cdrnetMon, 29 Jun 2015 05:20:47 GMTNew Post: boxcox-tranfsform to make data more normal distribution like 20150629052047ANew Post: boxcox-tranfsform to make data more normal distribution likehttp://mathnetnumerics.codeplex.com/discussions/640553<div style="line-height: normal;">Hello,<br />
<br />
i am working on a statistical project using math.net.numerics. i would like to implement the boxcox-transform (also called power-tranform) to transform data of a specified distribution (e.g exponential) to a more normal-like distribution.<br />
<br />
To find the best transformation paramter "lambda", i would maximize the log-likelihood function. <br />
<br />
To see if its realy normal distributed data after the transform, i would calculate the confidence interval (e.g 95%) and if all the transformed data lies between the interval boundary, it is normal distributed data (at the moment i am using a normplot).<br />
<br />
Is someone working on such a problem? <br />
<br />
I have been using math.net for a while now and thougt maybe it is a functionality that would fit into the project. <br />
<br />
it is my first time i want to support a open source project, so i hope this is the right place and way to start.<br />
</div>m_t_kSun, 28 Jun 2015 13:04:28 GMTNew Post: boxcox-tranfsform to make data more normal distribution like 20150628010428PNew Post: Time Series Compression for Math.NET Numerics using DeltaCodechttp://mathnetnumerics.codeplex.com/discussions/639874<div style="line-height: normal;">I'm about to move this discussion board from Codeplex to <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a>.
<br />
May I ask to to post this there instead?
<br />
<br />
Thanks,
<br />
Christoph<br />
</div>cdrnetSun, 14 Jun 2015 16:06:38 GMTNew Post: Time Series Compression for Math.NET Numerics using DeltaCodec 20150614040638PNew Post: replacement for interp1 from matlabhttp://mathnetnumerics.codeplex.com/discussions/639780<div style="line-height: normal;">Hi Michael,
<br />
<br />
I'm about to move this discussion board from Codeplex to <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a>.
<br />
May I ask to to post this there instead?
<br />
<br />
Thanks,
<br />
Christoph<br />
</div>cdrnetSun, 14 Jun 2015 16:06:20 GMTNew Post: replacement for interp1 from matlab 20150614040620PNew Post: Time Series Compression for Math.NET Numerics using DeltaCodechttp://mathnetnumerics.codeplex.com/discussions/639874<div style="line-height: normal;">Hi,
<br />
I just wanted to let users know about a new time series compression library that might be very useful in conjunction with <strong>Math.NET</strong>: <a href="http://deltacodec.codeplex.com" rel="nofollow">DeltaCodec</a>.
<br />
<br />
This allows a developer to directly encode and decode lists or arrays of any intrinsic data type.
<br />
For example,<br />
<pre><code>var codec = DeflateDeltaCodec.Instance;
var bytes = codec.Encode(IList<T> list);
var listOut = codec.Decode<T>(bytes);</code></pre>
Custom codecs or codec methods can be added to handle arbitrarily complex data structures.
<br />
<br />
<strong>Differencing</strong> the time series improves the ratio significantly, and speed can be enhanced by encoding multiple blocks concurrently.
<br />
For example,<br />
<pre><code>var bytes = codec.Encode(list, numBlocks: 4, level: CompressionLevel.Fastest);</code></pre>
The ability to easily create new codecs that combine custom preprocessing transforms with a wide variety of general purpose "finishing" compressors is very powerful.
<br />
<br />
I Hope others will find this useful.
<br />
<br />
bstabile<br />
</div>bstabileFri, 12 Jun 2015 00:00:38 GMTNew Post: Time Series Compression for Math.NET Numerics using DeltaCodec 20150612120038ANew Post: replacement for interp1 from matlabhttp://mathnetnumerics.codeplex.com/discussions/639780<div style="line-height: normal;">Hello all,
<br />
<br />
i hope you can help me, i want to rewrite a matlab code sniplet.
<br />
In this sniplet i use the interp1 method of matlab to interpolate.
<br />
When i use now math.net in c#, i saw the interpolation possibilities,
<br />
but i am unsure how to use them.
<br />
The matlab call would be:
<br />
matric1(:,2)= interp1(matric2(:,1),-matric3(:,3),array,'linear','extrap'); (example)
<br />
and how can i now call this with LinearSpline for example?
<br />
<br />
Best regards,
<br />
Michael<br />
</div>devil69Wed, 10 Jun 2015 14:05:47 GMTNew Post: replacement for interp1 from matlab 20150610020547PReviewed: Math.NET Numerics v3.4.0 (Jun 09, 2015)https://mathnetnumerics.codeplex.com/releases/view/574320#ReviewBy-kalugvasyRated 5 Stars (out of 5) - Just use..no problem..kalugvasyTue, 09 Jun 2015 14:31:02 GMTReviewed: Math.NET Numerics v3.4.0 (Jun 09, 2015) 20150609023102PNew Post: Error in sampling from Negative Binomialhttp://mathnetnumerics.codeplex.com/discussions/638995<div style="line-height: normal;">I'm using Math.Net to sample values from an overdispersed Poisson distribution. I'm doing this using the negative binomial link, as described here: <a href="https://stat.ethz.ch/pipermail/r-help/2002-June/022425.html" rel="nofollow">https://stat.ethz.ch/pipermail/r-help/2002-June/022425.html</a><br />
<br />
My code currently looks like this:<br />
<br />
<br />
private static double ODPoisson(double lambda, double dispersion)<br />
<pre><code>{
double p = 1 / (dispersion - 1);
double r = lambda * p;
if (dispersion == 1)
{
return Poisson.Sample(lambda);
}
else
{
return NegativeBinomial.Sample(r, p);
}
}
</code></pre>
What I've found is that this works well for low values of lambda. As soon as I try to sample with a lambda of 1000 and a dispersion parameter of 2, the code simply 'hangs', i.e. method keeps running but no value is returned. I've even looped through this method to test various combinations of input parameters (lambda from 1 to 1000, dispersion = 2), and the code 'hangs' at different combinations every time. Sometimes it'll sample for all combinations up to lambda = 750, other times up to lambda = 500. This happens by simply re-running the console app and making no code changes.<br />
<br />
I've included the 'IsValidParameterSet' check before every run, and even though the parameters are considered valid, the sample is still not generated. To further test whether the input parameters are valid, I've tested the same parameters with the NegativeBinomial.CDF method at the 50th percentile, and it returns a value every time.<br />
<br />
Is there an error in the NegativeBinomial.Sample method? If not, how do I fix this problem?<br />
</div>User4422Mon, 01 Jun 2015 09:06:30 GMTNew Post: Error in sampling from Negative Binomial 20150601090630AReviewed: Math.NET Numerics v2.4.0 (may 16, 2015)https://mathnetnumerics.codeplex.com/releases/view/101319#ReviewBy-hanskin1908Rated 4 Stars (out of 5) - mjbnbvjhjhgjhgjhgjhghjgjhanskin1908Sat, 16 May 2015 15:35:42 GMTReviewed: Math.NET Numerics v2.4.0 (may 16, 2015) 20150516033542PNew Comment on "Documentation"https://mathnetnumerics.codeplex.com/documentation?&ANCHOR#C31660i will create filter for social network system offer to related fiends by content by features by friend of friend. anyboy can help me for use SVD and matrix for filter data . thanksTarrahArshadFri, 15 May 2015 10:02:41 GMTNew Comment on "Documentation" 20150515100241ANew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples?http://mathnetnumerics.codeplex.com/discussions/622048<div style="line-height: normal;">@cuda, Great, I am checking that out, thanks<br />
</div>amiranonWed, 22 Apr 2015 06:11:43 GMTNew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples? 20150422061143ANew Post: UserEvd(Complex32 3x3) gives wrong eigenvectors?http://mathnetnumerics.codeplex.com/discussions/263117<div style="line-height: normal;">Hi guys,
<br />
<br />
I have stumbled into similar problem described in this discussion about eigenvectors mismatch between mathnet and matlab.
<br />
<br />
Has there been any update on this?
<br />
<br />
regards.<br />
</div>deepakdnathTue, 21 Apr 2015 09:26:12 GMTNew Post: UserEvd(Complex32 3x3) gives wrong eigenvectors? 20150421092612ANew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples?http://mathnetnumerics.codeplex.com/discussions/622048<div style="line-height: normal;">doh, there was a problem with my test. The accuracy isn't that bad. <br />
first take is at: <a href="https://github.com/cuda/mathnet-numerics/tree/moving_stats" rel="nofollow">https://github.com/cuda/mathnet-numerics/tree/moving_stats</a> . see the MovingStatistics class<br />
supports: mean, variance, min, and max. need to add skewness and kurtosis<br />
<br />
Lets move the discussion to github.<br />
</div>cudaMon, 20 Apr 2015 10:13:56 GMTNew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples? 20150420101356ANew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples?http://mathnetnumerics.codeplex.com/discussions/622048<div style="line-height: normal;">@amiranon, what I was suggesting was not the "Naïve algorithm," but "Computing shifted data" for each window. I'll push my poping/pushing branch to github tomorrow. It started to lose accuracy after the third update. But again, I don't think this is the way to go. Skewness and kurtosis are going to be even a bigger problem.<br />
</div>cudaMon, 20 Apr 2015 08:34:47 GMTNew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples? 20150420083447ANew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples?http://mathnetnumerics.codeplex.com/discussions/622048<div style="line-height: normal;">@cuda, thanks for your reply. according to this page - <a href="http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Na.C3.AFve_algorithm" rel="nofollow">http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Na.C3.AFve_algorithm</a> re-calculating is called the "Naïve algorithm".
<br />
<br />
and this method - <a href="http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Computing_shifted_data" rel="nofollow">http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Computing_shifted_data</a> should be pretty accurate.
<br />
<br />
the difference between this approach (Computing shifted data) and regular calculation of std. dev (Naïve algorithm) results should be around 0.000000000001.
<br />
<br />
the only thing need to be added to the library is the Pop() method (or Remove()) so we could use it like a queue for calculating the desired window<br />
</div>amiranonMon, 20 Apr 2015 08:13:42 GMTNew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples? 20150420081342A