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mirror of https://github.com/boostorg/math.git synced 2026-01-19 04:22:09 +00:00

20 Commits

Author SHA1 Message Date
Andrew Johnson
96f12fc564 Remove documentation for z-test function which doesn't exist 2025-08-17 00:10:49 +08:00
Matt Borland
e5eae18f14 Chatterjee Correlation Coefficient (#770)
* Implement rank vector

[ci skip]

* Add documentation. Admittedly terrible.

* Add unit tests.

* Cleanup method of detecting if execution policies are valid or not

[ci skip]

* Implement and test chatterjee correlation

[ci skip]

* Add spot checks and special handling for constant Y

[ci skip]

* Add performance file

[ci skip]

* Add execution policy support to rank

[ci skip]

* Remove duplicates from v when generating the order vector

[ci skip]

* Fix macro error for use of <execution>

[ci skip]

* Use explicit types instead of auto to avoid warnings 

[ci skip]

* Add execution policy testing to rank

[ci skip]

* Add threaded implementation

[ci skip]

* Added threaded testing

* Fix formatting and ASCII issues in test

* Fix more ASCII issues

* refactoring

* Fix threaded impl

* Remove non-ASCII apostrophe

[ci skip]

* Doc fixes and add test comparing generally to paper values

* Significantly tighten tolerance around expected values from paper

* Change tolerance for sin comparison

Co-authored-by: Nick Thompson <nathompson7@protonmail.com>
2022-05-25 08:13:24 -07:00
Nick
6b949ee298 Fix for #664 (#665)
* Fix for #664

* Convert bivariate_statistics test to math_unit_test; update unit tests for constant vector + non-constant.

Committer: Nicholas Thompson <nathompson7@protonmail.com>

* Return NaN if either dataset is constant.

* Fix in one other spot.

* Use math::test::report_errors() everywhere.

* Correct unit tests for the parallel case.

Co-authored-by: Nicholas Thompson <nathompson7@Nicholass-MacBook-Pro.local>
2021-07-22 10:43:56 -07:00
Matt Borland
91ae2bfc77 Bivariate Stats Policies (#503)
* Add parallel impl and change seq impl [CI SKIP]

* Validate seq impl [CI SKIP]

* Remove old impl

* Add user interfaces [CI SKIP]

* Floating point covariance validated [CI SKIP]

* Integer covariance validated [CI SKIP]

* Change correlation_coeff impl interface [CI SKIP]

* Cleanup [CI SKIP]

* correlation passes all parameters for par impl
[CI SKIP]

* Finish framework [CI SKIP]

* Add correlation coefficient test cases

* Add benchmark and make small changes
[CI SKIP]

* Update docs
2021-01-30 11:09:12 -05:00
Matt Borland
1eb3c71f8a Implement Policies in Statistics (#434)
* Initial Commit [WIP][CI SKIP]
Policies for mean implemented and forced vectorization

* First cut at integer variance [CI SKIP]

* Functional variance impl [WIP][CI SKIP]

* Work on variance [CI SKIP]
Details are now moved into detail files.
Recursively decomposes sufficient range size until max threads achieved.
Single failing test for integral, not implemented for Reals.

* Parallel integer variance complete [CI SKIP]

* All variance policies complete [CI SKIP]

* Update mean_and_sample_variance [CI SKIP]

* Median complete for all types [CI SKIP]

* Median absolute deviation complete for all types
[CI SKIP]

* Refactored sequential first four moments impls
[CI SKIP]

* Setup test cases for first four moments [WIP]
[CI SKIP]

* Sequential impl pass [CI SKIP]

* Parallel interface impl. Fails some tests
[CI SKIP]

* Interquartile range passes for all existing test
[CI SKIP]

* Gini coefficient generally implemented
Does not support long double or cpp_bin_float_50s
[CI SKIP]

* Sample gini coef implemented w/same constraints
[CI SKIP]

* Add benchmarks [CI SKIP]

* First four moments complete for most types
[CI SKIP]

* Skewness restructured. Currently INOP for non-seq
[CI SKIP]

* Fix floating point skewness [CI SKIP]

* Skewness complete [CI SKIP]

* Kurtosis complete [CI SKIP]

* Gini coefficient complete [CI SKIP]

Removes atomics which expands number of compatible types.

* Mode complete [CI SKIP]

Additionally mode now supports floating types by using an unordered_map to store frequency

* Garbage cleanup [CI SKIP]

* Doc updates [CI SKIP]

* Mean cleanup [CI SKIP]

* Cleanup variance [CI SKIP]

Remove duplicate impls that vary only be return type

* Variance Cleanup [CI SKIP]

Remove duplicate impls

* Skewness cleanup [CI SKIP]

* Update performance [CI SKIP]

* Add swap file to gitignore [CI SKIP]

* Add missing comma [CI SKIP]

* Improve par mode performance regression [CI SKIP]
[WIP] Parallel mode still ~2 orders of magnitude slower

* mode performance improvement [CI SKIP]

* Improved data handling - mode [CI SKIP]

* Additional overloads to match STL proposal
[CI SKIP]

* Updates to mode and documentation

* Remove dependency and fix todo [CI SKIP]

* Minor fixes [CI SKIP]

* Fix multiprecision issues [CI SKIP]

* Remove dependency. Minor change to thread counting
[CI SKIP]

* Standardize seq mean impl [CI SKIP]

* Fix doc brackets [CI SKIP]

* Remove duplicated sort on gini coef [CI SKIP]

* C++11 all that is required for sequential methods
[CI SKIP]

* Fixes for CI failure

* More CI fixes

* Fixes for MSVC issues
Fix gitignore merge conflict
Adjust test tol to match others

* Fix MSVC lang macro

* More small fixes for vinatge compilers

* Minor fix for MSVC 14.2 c++17 [CI SKIP]

* Cleanup docs, test file, and remove cruft
[CI SKIP]

* Delete par_unseq tests [CI SKIP]

* Change link to accumulators [CI SKIP]

* Add bigobj flag to failing build

* Remove redundant impl [WIP][CI SKIP]

* Initial cut at linear decomposition [WIP][CI SKIP]

* Passes tests [CI SKIP]

* Various CI fixes

* More CI fixes

* Delete extra impl and add linker flags

* Try CI without TBB

* Restrict compiler support

* Restrict c++ version
2021-01-22 09:42:16 -05:00
Matt Borland
bf3038bfcb Add Z-test (#494)
* Initial Commit

* Add tests

* Add docs

* Fix svg file dimensions [CI SKIP]

* Minor fixes [CI SKIP]

* Fixes to docs and tests [CI SKIP]

* More test fixes and cycle CI

* Cycle CI

* Update docs

* Fix for MSVC-14.2 C++17 misc failure [CI SKIP]
2021-01-17 09:53:49 -05:00
Matt Borland
f7e3fc17a6 Additional t-tests (#487)
* Add integer support to t_test

* Add paired samples t test

* Add two sample t test

* Add welch's t test

* Update docs

* Cleanup

* Add CHECK_ULP_CLOSE tests to test battery. Fix svg

* Remove all instances of ex [CI SKIP]

* Remove std::distance and note in docs [CI SKIP]

* Re-write test battery
2021-01-12 15:48:53 -05:00
Matt Borland
699d326f64 Implemented mode and associated tests (#390)
* Implemented mode and associated tests

* Clarity and complexity changes

* Added google benchmark

* Small changes to mode. More tests.

* Seperated into sorted and non-sorted functions

* Fixed data types and removed copying

* Fixed bounds checking

* Additional tests and cleanup.

* Added tests for std::list and std::forward_list

* Small testing changes and documentation

* Added modes memory allocation and faster insertion

* Changed return type, and modified tests

* Removed copied iterator and edge cases.

* Documentation fixes
2020-07-09 13:28:29 -04:00
Nick
aa4b140b50 Update univariate_statistics.qbk
Document C++17 requirements.
2020-05-19 20:49:51 -04:00
NAThompson
ff528a8f1d Commit working version before changing to readable code. 2019-12-31 12:29:05 -05:00
NAThompson
c94557d1f5 Documentation and R^2. 2019-10-20 14:32:30 -04:00
Nick Thompson
293eab2b0c Linear regression [CI SKIP] 2019-10-20 10:01:26 -04:00
Nick Thompson
3a95fdcf40 Runs test: Trivial doc edits and kick off build. 2019-10-13 21:22:46 -04:00
Nick Thompson
b8044215e0 Merge branch 'develop' into runs_test [CI SKIP] 2019-10-13 21:19:57 -04:00
Nick Thompson
ca233a7ea0 Runs test [CI SKIP] 2019-10-13 21:17:14 -04:00
Nick
6018bf7e8d Runs test: Get p-value from distribution of statistic. [CI SKIP] 2019-10-13 13:17:17 -04:00
Nick
703d7f13be Ljung-Box: Change definition of test statistic to demonstrate mean-removal. 2019-10-11 11:25:38 -04:00
NAThompson
a417d206da Ljung-Box: Documentation [CI SKIP] 2019-10-10 15:34:36 -04:00
NAThompson
4f166878f0 Performance numbers of t-test. [CI SKIP] 2019-10-09 08:03:42 -04:00
Nick
332b5b1679 One-sample t-test: Rearrangement of directory structure. 2019-10-06 14:59:28 -04:00