I’m pleased to announce a major release of of the Haskell statistics library, version 0.10.0.0.

I’d particularly like to thank Alexey Khudyakov for his wonderful work on this release.

New features:

  • Student-T, Fisher-Snedecor, F-distribution, and Cauchy-Lorentz distributions are added.

  • Histogram computation is added, in Sample.Histogram.

  • Forward and inverse discrete Fourier and cosine transforms are added, in Transform.

  • Root finding is added, in Math.RootFinding.

Major changes:

  • The Sample.KernelDensity module has been renamed, and completely rewritten to be much more robust. The older module oversmoothed multi-modal data. (The older module is still available under the name Sample.KernelDensity.Simple).

  • The type classes Mean and Variance are split in two. This is required for distributions which do not have finite variance or mean.

Smaller changes:

  • The complCumulative function is added to the Distribution class in order to accurately assess probalities P(X>x) which are used in one-tailed tests.

  • A stdDev function is added to the Variance class for distributions.

  • The constructor Distribution.normalDistr now takes standard deviation instead of variance as its parameter.

  • A bug in Quantile.weightedAvg is fixed. It produced a wrong answer if a sample contained only one element.

  • Bugs in quantile estimations for chi-square and gamma distribution are fixed.

  • Integer overlow in mannWhitneyUCriticalValue is fixed. It produced incorrect critical values for moderately large samples. Something around 20 for 32-bit machines and 40 for 64-bit ones.

  • A bug in mannWhitneyUSignificant is fixed. If either sample was larger than 20, it produced a completely incorrect answer.

  • One- and two-tailed tests in Tests.NonParametric are selected with sum types instead of Bool.

  • Test results returned as enumeration instead of Bool.

  • Performance improvements for Mann-Whitney U and Wilcoxon tests.

  • Module Tests.NonParamtric is split into Tests.MannWhitneyU and Tests.WilcoxonT

  • sortBy is added to Function.

  • Mean and variance for gamma distribution are fixed.

  • Much faster cumulative probablity functions for Poisson and hypergeometric distributions.

  • Better density functions for gamma and Poisson distributions.

  • The function Function.create is removed. Use generateM from the vector package instead.

  • A function to perform approximate comparion of doubles is added to Function.Comparison.

  • Regularized incomplete beta function and its inverse are added to Function.