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Re: Java Statistics

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#1993
hessinemaaoui
Keymaster

As of version 1.0.0, our Java library, SuanShu, has the following features:

  • descriptive statistics (all support incremental computation)
  • mean
  • variance
  • covariance
  • skewness
  • kurtosis
  • higher moments
  • ranking statistics
  • min
  • max
  • rank
  • quantile
  • empirical distributions
  • Beta distribution
  • Chi-Square distribution
  • Durbin-Watson distribution
  • Exponential distribution
  • F distribution
  • Gamma distribution
  • Kolmogorov distribution
  • Normal distribution
  • Rayleigh distribution
  • T distribution
  • Weibull distribution
  • univariate/multivariate time series analysis
  • ARIMA modeling, simulation, fitting, prediction
  • GARCH modeling, simulation, fitting, prediction
  • Auto-Covariance computation
  • hypothesis testing
  • Kolmogorov-Smirnov
  • D’Agostino
  • Jarque-Bera
  • Lilliefors
  • Shapiro-Wilk
  • One-way ANOVA
  • T test
  • Kruskal-Wallis
  • Siegel-Tukey
  • Van der Waerden
  • Wilcoxon rank sum
  • Wilcoxon signed rank
  • Breusch-Pagan
  • Augmented Dickey Fuller
  • Bartlett
  • Brown-Forsythe
  • Levene
  • Stochastic Differentiation Equations (SDE) modeling
  • simulation/random walk
  • SDE integration
  • Euler scheme
  • Milstein scheme
  • Brownian motion
  • Bessel process
  • OLS regression
  • logistic regression
  • GLM regression: Binomial, Gamma, Gaussian, Inverse Gaussian, Poisson
  • GLM regression (quasi family): Binomial, Gamma, Gaussian, Inverse Gaussian, Poisson
  • GLM model selection

We are also releasing the following in Q1.

  • cointegration
  • hidden Markov Chain model