Module_Statistics - vorcyc/Vorcyc.Mathematics GitHub Wiki

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Statistics module — Statistics Module

The Vorcyc.Mathematics.Statistics namespace provides comprehensive statistical analysis tools, including basic and advanced statistics, probability distributions, sequence comparison and search, covariance and correlation, extreme value finding, numeric extension methods, and time series analysis.

0.10.18: Holt / Holt–Winters expose terminal state (HoltWithState / HoltWintersWithState); ForecastHolt uses the last level+trend. See Time series analysis.

Root namespace for all types in this module: Vorcyc.Mathematics.Statistics

:ledger:Contents

  • Vorcyc.Mathematics.Statistics.Basic: Basic statistics including mean, median, mode, variance, standard deviation, and coefficient of variation.
  • Vorcyc.Mathematics.Statistics.Advanced: Advanced statistics including percentiles, quartiles, skewness, kurtosis, confidence intervals, hypothesis tests, ANOVA, chi-square tests, and nonparametric tests.
  • Vorcyc.Mathematics.Statistics.Distribution: Probability distributions including normal, Poisson, exponential, binomial, multinomial, Gamma, and Beta.
  • Vorcyc.Mathematics.Statistics.IComparableExtension: Extension methods to compare and find min/max in sequences, with parallel support.
  • Vorcyc.Mathematics.Statistics.Others: Other statistics such as covariance, correlation, and simple linear regression.
  • Vorcyc.Mathematics.Statistics.ExtremeValueFinder: Methods to find max and min values in sequences.
  • Vorcyc.Mathematics.Statistics.INumberExtension: Numeric extension methods with SIMD optimization, including max/min search in spans.
  • Vorcyc.Mathematics.Statistics.TimeSeriesAnalysis: Time series methods including smoothing, decomposition, forecasting, autocorrelation, partial autocorrelation, moving average, and exponential smoothing.