[Haskell-cafe] [ANNOUNCE] A statistics library
Bryan O'Sullivan
bos at serpentine.com
Sat Sep 12 21:38:53 EDT 2009
I'm pleased to announce a new Haskell statistics library, imaginatively
named statistics <http://hackage.haskell.org/package/statistics>:
http://hackage.haskell.org/package/statistics
- Support for common discrete and continuous probability distributions
(binomial, gamma, exponential, geometric, hypergeometric, normal, and
Poisson)
- Kernel density estimation
- Autocorrelation analysis
- Functions over sample data
- Quantile estimation
- Resampling techniques: jackknife and bootstrap estimation
The statistics library certainly isn't yet comprehensive, but it has some
features that I think make it very attractive as a base for further work:
- It's very fast, building on some of the fantastic software that's
available on Hackage these days. I make heavy use of Don Stewart's uvector
library <http://hackage.haskell.org/package/uvector> (itself a port of
Roman Leshchinskiy's vector library), which means that many functions
allocate no memory and execute tight loops using only machine registers. I
use Dan Doel's uvector-algorithms
library<http://hackage.haskell.org/package/uvector-algorithms>to
perform fast partial sorts. I also use Don's mersenne-random
library <http://hackage.haskell.org/package/mersenne-random> for fast
random number generation when doing bootstrap analysis.
- I've put a fair amount of effort into finding and using algorithms that
are numerically stable (trying to avoid problems like catastrophic
cancellation). Whenever possible, I indicate which methods are used in the
documentation. (For more information on numerical stability, see What
Every Scientist Should Know About Floating-Point
Arithmetic<http://docs.sun.com/app/docs/doc/800-7895>
).
If you want to contribute, please get the source code and hack away:
darcs get http://darcs.serpentine.com/statistics
For more details, see http://bit.ly/ykOeK
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