Releases: superbobry/pareto
Releases · superbobry/pareto
0.3
- 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
- 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
Initial release