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119aff9ff272402c7c4ba9e7eb6ef4792c2e6257
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1881 Commits

Author SHA1 Message Date
Nick Thompson
119aff9ff2 Lanczos smoothing differentiators. 2019-01-22 12:14:21 -07:00
Nick Thompson
fedeabb06e Also change concept and include test [CI SKIP] 2019-01-22 12:12:11 -07:00
Nick Thompson
de584cc4ae Begin rearrangement. 2019-01-22 12:12:11 -07:00
Nick Thompson
e6f97af63f Add comment from Higham about overflow resistance. [CI SKIP] 2019-01-21 12:40:33 -07:00
Nick Thompson
c21ba1ad55 Include is_complex.hpp [CI SKIP] 2019-01-20 15:57:01 -07:00
Nick Thompson
dad9010fbe Do not include boost/type_traits.hpp; narrow the scope and include is_complex.hpp [CI SKIP] 2019-01-20 15:50:24 -07:00
Nick Thompson
8fd1d3cfae Do not include all of type traits, only include is_complex.hpp. 2019-01-19 15:00:03 -07:00
Nick Thompson
74de9889f9 Performance improvements for Hoyer sparsity [CI SKIP] 2019-01-18 20:19:27 -07:00
Nick Thompson
ff366e85a2 Add variance of N-sided die as unit test [CI SKIP] 2019-01-18 10:00:43 -07:00
Nick Thompson
8930420005 Performance improvements [CI SKIP] 2019-01-17 16:49:59 -07:00
Nick Thompson
75e7832a54 Add unsigned integer tests for Hoyer sparsity. 2019-01-16 11:14:53 -07:00
Nick Thompson
21e9e6cbc4 Merge branch 'develop' into sequence_tools [CI SKIP] 2019-01-16 10:52:30 -07:00
Nick Thompson
f3af883c6d Patch up univariate statistics for some integer types. [CI SKIP] 2019-01-12 14:57:16 -07:00
Nick Thompson
ce7fdbe581 Take care of integer overflow. [CI SKIP] 2019-01-12 12:53:53 -07:00
Nick Thompson
fb4f7748cd Refactor kurtosis calculation to use first_four_moments. 2019-01-11 15:19:48 -07:00
Nick Thompson
8d267da5e1 Add hamming_distance, l1_distance, l2_distance, sup_distance, lp_distance. Add more tests for integer datatypes. [CI SKIP] 2019-01-11 14:23:39 -07:00
Nick Thompson
df447ae00d Rename 'absolute_median' to 'median_absolute_deviation' [CI SKIP] 2019-01-07 10:50:06 -07:00
Matt Pulver
bdbf7d0206 return static_cast<result_type>(0) in round() for types whose arithmetic constructors are declared explicit. 2019-01-05 11:44:48 -05:00
Nikita Kniazev
27c7e57b51 Do not include the whole Predef for a single macro 2018-12-28 14:56:27 +03:00
Nick Thompson
ff09a81d67 Reduce the number of stack variables and hopefully increase the probability of inlining discriminant calculation [CI SKIP] 2018-12-27 18:21:07 -07:00
Nick Thompson
ae17d3a8a3 Use quadratic_roots to simplify M2M4 SNR estimator. [CI SKIP] 2018-12-27 14:22:12 -07:00
Nick Thompson
bee2889e85 Change solve_quadratic to quadratic_roots. [CI SKIP] 2018-12-27 12:44:46 -07:00
Nick Thompson
eab2b5260e Solve quadratic equations 2018-12-26 18:30:02 -07:00
Nick Thompson
4848accb77 Add unit tests demonstrating that the kurtosis of various continuous distributions is calculated correctly. Add excess_kurtosis to make clear the working definition of kurtosis. [CI SKIP] 2018-12-25 23:00:46 -07:00
Nick Thompson
f51e55c3cb Take advice of cppcheck [CI SKIP] 2018-12-18 11:46:46 -07:00
Nick Thompson
aa91164f0e Documentation cleanup [CI SKIP] 2018-12-17 15:11:15 -07:00
Nick Thompson
d509957642 Instead of using 'population_stat' in calls, simply call 'stat', and provide 'sample_stat' when an unbiased estimator of stat exists. [CI SKIP] 2018-12-17 14:39:30 -07:00
Nick Thompson
b93acf94b2 Do not add Shannon entropy and Shannon cost until I have an use for them; without a use, serious design errors are easily made. [CI SKIP] 2018-12-17 11:45:38 -07:00
Nick Thompson
4d85b85a5c Do not allow computation of sparsity of a vector with a single element. [CI SKIP] 2018-12-17 00:18:16 -07:00
Nick Thompson
cee62a833c Add unit tests for Gini coefficient for uniform and exponential distribution of values. [CI SKIP] 2018-12-16 23:05:00 -07:00
Nick Thompson
efdafa2643 Add notes about beliefs about M2M4; add notes about potential improvements [CI SKIP] 2018-12-14 13:02:12 -07:00
Nick Thompson
3c13c588b0 Pearson's correlation coefficient [CI SKIP] 2018-12-14 12:27:10 -07:00
Nick Thompson
dc521aeb11 Clarify a case where solution to M2M4 estimator system does not exist. Split off a degenerate case where the signal is constant. [CI SKIP] 2018-12-13 11:45:52 -07:00
Nick Thompson
d940760e0b Implement the M2M4 SNR estimator. 2018-12-12 22:40:30 -07:00
Nick Thompson
87f4bc9b11 Add skewness and kurtosis [CI SKIP] 2018-12-11 14:01:28 -07:00
Nick Thompson
b0b0a6bb59 Add oracle_snr to signal_statistics [CI SKIP] 2018-12-11 10:53:33 -07:00
Nick Thompson
fb2ae307d6 Computation of covariance. [CI SKIP] 2018-12-10 14:38:42 -07:00
Nick Thompson
94ceca1e43 Split descriptive_statistics.hpp into univariate_statistics.hpp and a currently-hypothetical bivariate_statistics.hpp [CI SKIP] 2018-12-10 12:05:05 -07:00
Nick Thompson
1a246db791 Change from vector_functionals.hpp to descriptive_statistics.hpp and norms.hpp. 2018-12-08 20:53:14 -07:00
Nick Thompson
38dd139b0a Get rid of grotesque typedefs and change to using declaration. [CI SKIP] 2018-12-08 20:11:38 -07:00
Nick Thompson
5f143244f5 Fully qualify std::nth_element, add tests for std::array. [CI SKIP] 2018-12-08 14:09:21 -07:00
Nick Thompson
37c9b68aa6 Merge branch 'develop' into sequence_tools [CI SKIP] 2018-12-08 12:29:36 -07:00
Nick Thompson
b7dabe272c Add branches for integral input types where sensible. [CI SKIP] 2018-12-08 12:29:05 -07:00
Nick Thompson
5a0ff712bd Add range calls. [CI SKIP] 2018-12-08 11:11:35 -07:00
Nick Thompson
bce92d78ba Add Shannon entropy and kick off build. 2018-12-07 18:44:40 -07:00
Nick Thompson
60f653a1fe L1 and L2 norms. [CI SKIP] 2018-12-07 15:05:14 -07:00
Nick Thompson
53d4ffe99e Merge branch 'develop' into sequence_tools 2018-12-07 10:35:50 -07:00
Nick Thompson
01c004bb06 Remove useless termination criteria [CI SKIP] 2018-12-07 10:17:33 -07:00
Nick Thompson
d2bf1b18fd Merge branch 'develop' into complex_newton 2018-12-07 09:03:08 -07:00
Nick Thompson
a9985e3e1c Hoyer sparsity [CI SKIP] 2018-12-07 09:02:25 -07:00