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Commit Graph

  • 21e9e6cbc4 Merge branch 'develop' into sequence_tools [CI SKIP] Nick Thompson 2019-01-16 10:52:30 -07:00
  • a3ebb83e59 CI: another try at getting the clang package names correct. jzmaddock 2019-01-16 13:40:19 +00:00
  • 91098682d5 CI: Correct clang-6 package name. jzmaddock 2019-01-15 19:33:20 +00:00
  • def238994e Improve and test the recurrence tools. [CI SKIP] jzmaddock 2019-01-15 19:31:31 +00:00
  • 0571b1cd83 Update CI tests to include some C++17 testers. jzmaddock 2019-01-14 19:06:47 +00:00
  • 7936e9892f 1F1: Lots of small corrections to support multiprecision types. jzmaddock 2019-01-14 18:58:45 +00:00
  • fb2b3caf15 Merge pull request #174 from pulver/develop jzmaddock 2019-01-14 18:46:26 +00:00
  • 024b8652f3 Add differentiation/autodiff.hpp. Matt Pulver 2019-01-13 16:01:59 -05:00
  • f3af883c6d Patch up univariate statistics for some integer types. [CI SKIP] Nick Thompson 2019-01-12 14:57:16 -07:00
  • ce7fdbe581 Take care of integer overflow. [CI SKIP] Nick Thompson 2019-01-12 12:53:53 -07:00
  • fb4f7748cd Refactor kurtosis calculation to use first_four_moments. Nick Thompson 2019-01-11 15:19:48 -07:00
  • 8d267da5e1 Add hamming_distance, l1_distance, l2_distance, sup_distance, lp_distance. Add more tests for integer datatypes. [CI SKIP] Nick Thompson 2019-01-11 14:23:39 -07:00
  • bb4f333ff1 Merge branch 'hypergeometric_soc_2014' of https://github.com/boostorg/math into hypergeometric_soc_2014 jzmaddock 2019-01-11 19:44:20 +00:00
  • 66f942fe2c Documentation cleanup for hypergeometrics. [CI SKIP] Nick Thompson 2019-01-11 10:16:33 -07:00
  • df447ae00d Rename 'absolute_median' to 'median_absolute_deviation' [CI SKIP] Nick Thompson 2019-01-07 10:50:06 -07:00
  • bdbf7d0206 return static_cast<result_type>(0) in round() for types whose arithmetic constructors are declared explicit. Matt Pulver 2019-01-05 11:44:48 -05:00
  • bfa7619954 Refactor so as to not store a reference member, make call threadsafe, compute entire vector in one go. Nick Thompson 2019-01-04 12:50:58 -07:00
  • 95f993c9bc Add denoising second derivative. Nick Thompson 2019-01-03 11:55:29 -07:00
  • 0703952423 1F1: Add special handling for a,b,z all positive and large. [CI SKIP] jzmaddock 2019-01-03 12:00:58 +00:00
  • f145a69538 1F1: Fix special case in Bessel approximation where b-a == 0 jzmaddock 2019-01-03 11:59:51 +00:00
  • d76d49533a Cleanup [CI SKIP] Nick Thompson 2019-01-02 12:53:04 -07:00
  • e070ed17e7 Remove sign-compare warnings. Take advice of cppcheck. Grammar in documentation [CI SKIP] Nick Thompson 2019-01-02 12:38:58 -07:00
  • b2c0f9eac2 Remove grammar errors and reduce point radius. [CI SKIP] Nick Thompson 2019-01-01 21:31:56 -07:00
  • 1cc2ec907d Add example of differentiating the LIGO data [CI SKIP] Nick Thompson 2019-01-01 21:14:50 -07:00
  • 7bbf05e8ba Lanczos smoothing differentiators. Nick Thompson 2018-12-31 20:11:25 -07:00
  • bf7b29f13c Fix typo. Nick Thompson 2018-12-29 18:41:38 -07:00
  • 12a36657aa Merge branch 'develop' into differentiation Nick Thompson 2018-12-29 10:57:02 -07:00
  • d26f04a9c9 Merge pull request #172 from Kojoley/patch-1 jzmaddock 2018-12-29 09:38:12 +00:00
  • b6230add8a Add missing #include. jzmaddock 2018-12-29 09:37:16 +00:00
  • 27c7e57b51 Do not include the whole Predef for a single macro Nikita Kniazev 2018-12-28 14:56:27 +03:00
  • a27c4bc96c Also change concept and include test [CI SKIP] Nick Thompson 2018-12-27 20:38:27 -07:00
  • a250691ed1 Begin rearrangement. Nick Thompson 2018-12-27 18:59:44 -07:00
  • ff09a81d67 Reduce the number of stack variables and hopefully increase the probability of inlining discriminant calculation [CI SKIP] Nick Thompson 2018-12-27 18:21:07 -07:00
  • 7c82eb75cf Test for scale invariance of M2M4 SNR estimator. [CI SKIP] Nick Thompson 2018-12-27 15:02:36 -07:00
  • ae17d3a8a3 Use quadratic_roots to simplify M2M4 SNR estimator. [CI SKIP] Nick Thompson 2018-12-27 14:22:12 -07:00
  • bee2889e85 Change solve_quadratic to quadratic_roots. [CI SKIP] Nick Thompson 2018-12-27 12:44:46 -07:00
  • 16f7c25c18 1F1: big method selection logic update: * Hook up A&S 13.3.6 Bessel approximation for a ~ b. * Refactor selection logic into separate functions. * Remove one workaround-method that is no longer needed. * Apply rescaling for a == b special case. [CI SKIP] jzmaddock 2018-12-27 19:17:50 +00:00
  • 1c99408605 hypergeometric_pFq_checked_series.hpp: Big update to correctly handle negative b crossing the origin, also variable b values. jzmaddock 2018-12-27 19:13:59 +00:00
  • 020271df64 hypergeometric_1F1_by_ratios.hpp: rescale when the first value is large. jzmaddock 2018-12-27 19:11:07 +00:00
  • 9151be85c5 hypergeometric_1f1_addition_theorems_on_z.hpp: remove dead code. jzmaddock 2018-12-27 19:10:20 +00:00
  • 43a07c92f9 Recurrence: correct forward recurrence algorithm. jzmaddock 2018-12-27 19:09:31 +00:00
  • dd8681a81c 1F1: add correction to hypergeometric_1F1_AS_13_3_6. jzmaddock 2018-12-27 19:08:49 +00:00
  • 1de89f997a Clarify documentation [CI SKIP] Nick Thompson 2018-12-27 11:08:29 -07:00
  • eab2b5260e Solve quadratic equations Nick Thompson 2018-12-26 18:30:02 -07:00
  • 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] Nick Thompson 2018-12-25 23:00:46 -07:00
  • f0d7c5a3ae 1F1: apply scaling consistently throughout the recurrence relations. jzmaddock 2018-12-24 10:51:23 +00:00
  • 9759161f10 1F1: refactor fallbacks for negative a and b into separate routine. Hook up recursion for negative a and b when better than the series. jzmaddock 2018-12-24 09:54:00 +00:00
  • 5e3f679cbe 1F1: Use scaling in recurrence relations. jzmaddock 2018-12-24 09:52:33 +00:00
  • 21dcbe3278 1F1: Implement scaling in recurrence relations. jzmaddock 2018-12-24 09:51:38 +00:00
  • 2bc20f88e2 1F1: Add method of function ratios for a,b < 0. We now have a broadly acceptable error (< 10^4eps) or an exception over all domains. [CI SKIP] jzmaddock 2018-12-23 15:58:03 +00:00
  • a128331e9c 1F1: Add support for calculating function ratios directly from recurrence relations. Use this to implement 1F1 for b < 0 < a,z and z << -b. [CI SKIP] jzmaddock 2018-12-23 11:57:36 +00:00
  • 53ba643528 Merge branch 'develop' into sequence_tools Nick Thompson 2018-12-20 10:58:49 -07:00
  • 456538ddd4 Merge branch 'develop' into hypergeometric_soc_2014 [CI SKIP] jzmaddock 2018-12-20 09:09:29 +00:00
  • 1006c2d2ca Update CI scripts to handle new module layout. jzmaddock 2018-12-20 09:07:59 +00:00
  • 8164299495 1F1: improve recurrence code and hook up the selection logic. This probably completes 1F1 for the domain a < 0 < b,z, although the code is still on the brain-dead side and badly needs optimizing. [CI SKIP] jzmaddock 2018-12-20 08:55:46 +00:00
  • f51e55c3cb Take advice of cppcheck [CI SKIP] Nick Thompson 2018-12-18 11:46:46 -07:00
  • 01ba0fea91 Meaningless commit to kick off build. Nick Thompson 2018-12-17 15:20:46 -07:00
  • aa91164f0e Documentation cleanup [CI SKIP] Nick Thompson 2018-12-17 15:11:15 -07:00
  • d509957642 Instead of using 'population_stat' in calls, simply call 'stat', and provide 'sample_stat' when an unbiased estimator of stat exists. [CI SKIP] Nick Thompson 2018-12-17 14:39:30 -07:00
  • 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] Nick Thompson 2018-12-17 11:45:38 -07:00
  • 1e3e547427 Apply fine-tooth comb to Hoyer sparsity. [CI SKIP] Nick Thompson 2018-12-17 11:02:24 -07:00
  • 4d85b85a5c Do not allow computation of sparsity of a vector with a single element. [CI SKIP] Nick Thompson 2018-12-17 00:18:16 -07:00
  • cee62a833c Add unit tests for Gini coefficient for uniform and exponential distribution of values. [CI SKIP] Nick Thompson 2018-12-16 23:05:00 -07:00
  • 298c83e71c 1F1: improve method selection logic. The only really gross failures now are exceptions due to non-convergence. There are also some large errors in certain regions - notable b large and negative, a large and positive, we don't currently have a method that works for that, need to investigate Miller type methods. [CI SKIP] jzmaddock 2018-12-15 11:59:25 +00:00
  • d907eb347a 1F1: Improve bessel approximation fallback methods. jzmaddock 2018-12-15 11:57:16 +00:00
  • b8a94228ad 1F1: rewrite the large-z asymptotic approximation to prevent moving into the divergent area. jzmaddock 2018-12-15 11:56:44 +00:00
  • efdafa2643 Add notes about beliefs about M2M4; add notes about potential improvements [CI SKIP] Nick Thompson 2018-12-14 13:02:12 -07:00
  • 3c13c588b0 Pearson's correlation coefficient [CI SKIP] Nick Thompson 2018-12-14 12:27:10 -07:00
  • 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] Nick Thompson 2018-12-13 11:45:52 -07:00
  • d940760e0b Implement the M2M4 SNR estimator. Nick Thompson 2018-12-12 22:40:30 -07:00
  • 87f4bc9b11 Add skewness and kurtosis [CI SKIP] Nick Thompson 2018-12-11 14:01:28 -07:00
  • b0b0a6bb59 Add oracle_snr to signal_statistics [CI SKIP] Nick Thompson 2018-12-11 10:53:33 -07:00
  • 1bf2d261b8 Merge branch 'develop' into sequence_tools [CI SKIP] Nick Thompson 2018-12-10 15:24:32 -07:00
  • fb2ae307d6 Computation of covariance. [CI SKIP] Nick Thompson 2018-12-10 14:38:42 -07:00
  • 5b57659e49 Merge branch 'develop' of https://github.com/boostorg/math into develop jzmaddock 2018-12-10 19:31:59 +00:00
  • 0f3365c576 test_roots.cpp: Fix macro usage (again), also split up CI tests a bit more to handle timeouts. jzmaddock 2018-12-10 19:31:42 +00:00
  • 0816bf0e87 1F1: improve bessel function failure modes, and improve selection logic. jzmaddock 2018-12-10 19:26:56 +00:00
  • 9ec255e82a Merge branch 'develop' into sequence_tools [CI SKIP] Nick Thompson 2018-12-10 12:19:03 -07:00
  • 65c8b7ea6a Add OSX debug symbol directories to .gitignore [CI SKIP] Nick Thompson 2018-12-10 12:10:54 -07:00
  • 94ceca1e43 Split descriptive_statistics.hpp into univariate_statistics.hpp and a currently-hypothetical bivariate_statistics.hpp [CI SKIP] Nick Thompson 2018-12-10 12:05:05 -07:00
  • ce6b50fb90 1F1: Fix up issues with very small a. [CI SKIP] jzmaddock 2018-12-09 16:45:09 +00:00
  • bf1b9729be test_roots.cpp: Fix Boost.Config macro usage from merged PR. jzmaddock 2018-12-09 08:54:02 +00:00
  • a6e2b2107e 1F1: change parameters to hypergeometric_1F1_AS_13_3_6. In case we're applying Kummer's relation and then calling this. [CI SKIP] jzmaddock 2018-12-09 08:47:56 +00:00
  • 1a246db791 Change from vector_functionals.hpp to descriptive_statistics.hpp and norms.hpp. Nick Thompson 2018-12-08 20:53:14 -07:00
  • 38dd139b0a Get rid of grotesque typedefs and change to using declaration. [CI SKIP] Nick Thompson 2018-12-08 20:11:38 -07:00
  • 5f143244f5 Fully qualify std::nth_element, add tests for std::array. [CI SKIP] Nick Thompson 2018-12-08 14:09:21 -07:00
  • 37c9b68aa6 Merge branch 'develop' into sequence_tools [CI SKIP] Nick Thompson 2018-12-08 12:29:36 -07:00
  • b7dabe272c Add branches for integral input types where sensible. [CI SKIP] Nick Thompson 2018-12-08 12:29:05 -07:00
  • 5a0ff712bd Add range calls. [CI SKIP] Nick Thompson 2018-12-08 11:11:35 -07:00
  • 7427cae1c7 Merge pull request #165 from boostorg/complex_newton jzmaddock 2018-12-08 11:35:55 +00:00
  • bce92d78ba Add Shannon entropy and kick off build. Nick Thompson 2018-12-07 18:44:40 -07:00
  • 60f653a1fe L1 and L2 norms. [CI SKIP] Nick Thompson 2018-12-07 15:05:14 -07:00
  • 53d4ffe99e Merge branch 'develop' into sequence_tools Nick Thompson 2018-12-07 10:35:50 -07:00
  • 5818b07728 Make sure huge roots and tiny roots are found. [CI SKIP] Nick Thompson 2018-12-07 10:35:02 -07:00
  • 01c004bb06 Remove useless termination criteria [CI SKIP] Nick Thompson 2018-12-07 10:17:33 -07:00
  • d2bf1b18fd Merge branch 'develop' into complex_newton Nick Thompson 2018-12-07 09:03:08 -07:00
  • a9985e3e1c Hoyer sparsity [CI SKIP] Nick Thompson 2018-12-07 09:02:25 -07:00
  • 0152cfa2a9 Incomplete gamma: add asymptotic approximation for large argument. Allows the functions to be used with very large (or infinite) argument. Fixes: https://github.com/boostorg/math/issues/168. jzmaddock 2018-12-07 09:37:50 +00:00
  • aa43b5b52b Vector functionals, first pass [CI SKIP] Nick Thompson 2018-12-06 20:33:05 -07:00
  • 37336e2372 Merge branch 'develop' into complex_newton Nick Thompson 2018-12-04 14:28:52 -07:00