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Releases: superbobry/pareto

0.3

28 Mar 23:29
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  • Added MLE for 'Gamma' distribution.
  • Added log-probability and log-density to all distributions.
  • Added a method for sampling a single value from a distribution, see
    'BaseDistribution.random'.
  • Changed the observation label in 'DiscreteDistribution' from ~n to ~k.
  • Bumped minimum required ocaml-gsl version to 1.14.0 and dropped custom
    'Combi' stubs.

0.2

12 Jul 22:34
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0.2
  • Added summary statistics, see 'Sample.Summary' module. Thanks to Nicholas
    Lucaroni!
  • Added MLE for distributions which have a closed-form MLE. Thanks to Nicholas
    Lucaroni, once again! For distributions, which don't have a closed-form
    solution, we currently provide method of moments estimates. Exceptions are:
    'Cauchy' and 'Hypergeomteric' distributions.
  • Added Pearson product-moment correlation and autocorrelation and Spearman
    rank correlation.
  • Added Kolmogorov-Smirnov test for goodness of fit and two-sample test.
  • Added function, which adjusts P-values for multiple comparisons. Currently,
    two procedures are supported: Benjamini-Hochberg, which controls for FDR and
    Holm-Bonferroni, which controls for FWER.
  • Abstracted RV type into '*Distribution.elt'.
  • Added GSL wrappers for computing sample skewness and kurtosis.
  • Added more distribution features: skewness and kurtosis, see
    'Distributions.Features' signature.
  • Added 'LogNormal', 'Bernoulli', 'Logistic' and 'Categorical' distributions.
  • Added a basic test suite against R and SciPy, thanks to Francois Berenger
    for the reminder.

0.1

12 Jul 22:35
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0.1

Initial release