NMath Stats Changelog ------------------------------------------------------------------------------ Version 3.2.0 ------------------------------------------------------------------------------ - Upgraded to Intel MKL 10.2 Update 5 with resulting performance increases. - Added classes InputVariableCorrelator and ReducedVarianceInputCorrelator to induce a desired rank correlation among a set of random input variables. - Added class KruskalWallisTest for performing a Kruskal-Wallis rank sum test. - Added class JohnsonDistribution to encapsulate the Johnson system of distributions. - Added classes GoodnessOfFit and GoodnessOfFitParameter for testing the goodness of fit of least squares model-fitting classes, such as LinearRegression, PolynomialLeastSquares, and OneVariableFunctionFitter. - Added class BoxCox for computing the Box-Cox power tranformations. - Added StatsFunction.Median() for float types. - Fixed issue where StatsFunctions.SumOfSquares() could occasionally return a negative value. - Improved support for missing values in DataFrame.Load(). ------------------------------------------------------------------------------ Version 3.1.0 ------------------------------------------------------------------------------ - Upgraded to Intel MKL 10.2 Update 1. - Added class KMeansClustering for k-means clustering. The k-means clustering method assigns data points into k groups such that the sum of squares from points to the computed cluster centers is minimized. - Added class MovingWindowFilter for 1D data filtering. Static class methods are provided for generating coefficients to implement a moving average filter and a Savitzky-Golay smoothing filter. - Added method Cronbach() to class StatsFunctions for calculating the standardized Cronbach's alpha test for reliability. - Added class NMFNonsmoothUpdate, an NMF update algorithm that minimizes a cost functional designed to explicitly represent sparseness, in the form of non-smoothness. ------------------------------------------------------------------------------ Version 3.0.0 ------------------------------------------------------------------------------ - Upgraded to Intel MKL 10.1 Update 2. - Added class NMFClustering for performing data clustering using iterative nonnegative matrix factorization (NMF). - Added class NMFConsensusMatrix for computing a consensus matrix from among multiple NMF clusterings. - Added classes ConnectivityMatrix and OrderedConnectivityMatrix for representing connectivity matrices. - Changed abbreviation for nonnegative matrix factorization from NNMF to NMF in all class and method names. - Added single precision support for principle component analysis. Renamed class PrincipleComponentAnalysis to DoublePCA, and added FloatPCA. - Fixed bug in LinearRegression where default IRegressionCalculation was not thread-safe. - Prevented duplicate column name in DataFrame. Duplicate names are now automatically suffixed with "_1", "_2",...,"_n". - Added new overloads for StatsFunction.CovarianceMatrix() for FloatMatrix and StatsFunction.Covariance() for FloatVector. - Added custom visualizer for DataFrame. - Organized classes into solution folders inside Visual Studio. - Added VS 2008 solutions for all examples and source editions. - Added Add(System.Object) method to all types which implement IEnumerable.