Statistics library

BCS ao at pathlink.com
Thu Oct 23 17:30:53 PDT 2008


Reply to Andrei,

> dsimcha wrote:
> 
>> Since there's really no good comprehensive statistics library for D
>> (Tango has a little bit, the beginnings of a few are on dsource, but
>> nothing much), Ive been rolling my own statistics functions as
>> necessary.  Almost by accident, it seems like I've built up the
>> beginnings of a decent statistics library.  I'm debating whether it
>> might be interesting enough to people to be worth releasing, and
>> whether enough community help would be available to really make it
>> production quality, or to merge it with other people's efforts in
>> this area.  The following functionality is currently available:
>> 
>> Correlation (Pearson, Spearman rho, Kendall tau).   Note that the
>> Kendall tau correlation is a very efficient O(N log N) version.
>> 
>> Mean, standard deviation, variance, kurtosis, percent variance for
>> arrays of numeric values.
>> 
>> Shannon entropy, mutual information.
>> 
>> Kolmogorov-Smirnov tests
>> 
>> Binomial, hypergeometric, normal, Poisson, Kolmogorov CDFs,
>> hypergeometric, Poisson, binomial PDFs.
>> 
>> Inverse normal distribution, and normally distributed random number
>> generation.
>> 
>> A struct to generate all possible permutations of a sequence.
>> 
>> On the other hand, I'm a scientist, not a full-time programmer, and
>> although I can write working code, I have no clue what it takes to
>> get code up to the gold standard of "production."  Also, this library
>> is very D2-dependent, and I have no interest in back-porting it.  Of
>> course if by some chance someone else wanted to back-port it, they'd
>> be more than welcome.
>> 
>> Most of the code is covered somehow or another by unit tests,
>> although I cheated a lot by having some unit tests depend on multiple
>> functions.
>> 
>> Is there any interest in this from others in the D community?  Do
>> other people think that D would benefit from having a decent
>> statistics library?  Other comments?
>> 
> If the community is interested, I'd be glad to take over your code and
> put it in Phobos.
> 
> Andrei
> 

Even better would be getting it in both Phobos and Tango. Shouldn't be hard 
as I can't think it should depend on much.




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