New Post: Is there a covariance method for 2 dataset?
You can use the Pearsons correlation to compute the elements of a correlation matrix: I am sure this is not the fastest method and ignores the fact that the matrix could be better implemented with a...
View ArticleNew Post: Non-Mathematician needs help getting started! (Please)
I am assuming you know how to do a normal regression. For a weighted regression, you would need to compute the correlation or covariance matrix in a weighted fashion and then do the regression . I did...
View ArticleNew Post: can I use this library to solve a cubic equation?
I have an equation of this form: 0 = at^3+bt^2+ct+d I know a, b, c, and d but need to find a valid real value of t ranged [0, 1]. Can this library solve this for me?
View ArticleNew Post: Is there a covariance method for 2 dataset?
thanks, my team has implemented this and will submit to the branch once we are a bit free.
View ArticleNew Post: can I use this library to solve a cubic equation?
The next release is supposed to support this. You can already test it in the current codebase though. Feedback on it would be welcome, as we can still change it completely until released. We do not yet...
View ArticleNew Post: Root solver
There is none yet (except the unit tests) since this has not been released yet. See also the other thread.
View ArticleUpdated Wiki: Documentation
Math.NET Numerics Documentation Math.NET Numerics is an opensource numerical library for .Net, Silverlight, Metro and Mono. This topic lists documentation that will help you use the toolkit in your own...
View ArticleNew Post: ARMA - ARCH - GARCH Model Fitting
I am wondering whether I can use this library to fit GARCH/ARMA model and if I can compute likelihood test for that fit I can't seem to be able to put my hands on the right methods Thank you for any...
View ArticleNew Post: Black Scholes equation
Hi - May I add the Black Scholes equation to the Finance namespace?
View ArticleNew Post: Codeplex vs Github
Hi, I am a little confused by the two versions of the source code. Is github the development copy and codeplex the production? I'd like to get to the latest and the greatest. Thanks, Candy
View ArticleNew Post: Codeplex vs Github
Hi Candy, Our mainline repository is at GitHub, all development and contributions happen over there. We don't have separate production copies but use tags to mark releases. On the other hand, this...
View ArticleNew Post: Black Scholes equation
Hi Candy, Yes, that would be welcome! Thanks, Christoph
View ArticleNew Post: Large sparse matrix linear system solving- Speed
OK, that may limit my work somewhat...In worst case I can have sparse matrices that are 4000x4000 entries in size- that is kind of huge, all things considered. When do you expect to optimize for sparse...
View ArticleSource code checked in, #dcade5cb90ab3f9406e2ee0b2f155986f3ec4768
Fitting: New Least Squares Linear Curve Fitting
View ArticleSource code checked in, #8fc3ba94701964c45d50930f80a74679e9e3b404
Fitting: Idiomatic least squares curve fitting for F#
View ArticleSource code checked in, #d9518826beb854991ab9c00c3efb11cb241a7e1f
Upgrade FsUnit (now as NuGet package)
View ArticleSource code checked in, #f01a95d23ddc46fb572327f051a326e411d15827
Fitting: Tweaks to F# linear combination fitting
View ArticleSource code checked in, #68f73d5c0e835ff044f39381b3007619d2ca48e4
Examples: update to using new curve fitting routines
View ArticleSource code checked in, #a7e247ecd4f74041a39fb54199d45f612f32c6d2
Fitting: rename from LeastSquares to Fit for discoverability
View Article