Overview of CSharpNumerics.Statistics modules
The CSharpNumerics.Statistics namespace provides a comprehensive suite of tools for data analysis and statistical computing. It is organized into the following functional modules:
- Descriptive: Summary statistics, moments, percentiles, skewness, and kurtosis.
- Inferential: Regression, correlation, estimation, and inferential analysis.
- Hypothesis Testing: Parametric and non-parametric tests, ANOVA, and significance workflows.
- Random: Seedable random-number generation and advanced sampling methods.
- Distributions: Probability distributions, density functions, and shared distribution interfaces.
- Monte Carlo: General-purpose Monte Carlo simulation and stochastic estimation.
- Robust: Outlier-resistant statistical methods.
- Curve Fitting: Curve fitting, residual analysis, goodness-of-fit, and parameter estimation.
- Time Series Analysis: Periodic signal detection, detrending, phase folding, peak fitting, and Holt–Winters forecasting.
- State Estimation: Kalman filter, extended Kalman filter, and Rauch–Tung–Striebel smoother.
- Data: Indexed datasets, time-series structures, and statistical data containers.