Dew.Stats
Dew.Stats provides a complete high-performance statistical and data analysis library built on the
vectorized numerical engine of Dew.Math. It is designed for scientific analytics, quantitative finance,
machine learning preprocessing, laboratory data processing, industrial measurement evaluation, and
real-time statistical diagnostics.
Probability and Random Distributions:
- PDF, CDF and inverse CDF for 36+ continuous and discrete probability distributions
- Random number generators, parameter estimation, Monte-Carlo sampling, bootstrap methods
Descriptive and Exploratory Statistics:
- Central moments, percentiles, quantiles, ranks, trimmed means, variance and covariance analysis
- Histograms, ogives, cumulative series, outlier detection, normalization, scaling transforms
Hypothesis Testing and Inference:
- Parametric tests: t-test, Z-test, F-test, Chi-Squared, Bartlett, Hotelling T²
- Non-parametric tests: Wilcoxon, Mann-Whitney, Sign, Anderson–Darling, Shapiro–Wilk, KS
- Confidence intervals, p-values, power analysis
Regression and Statistical Modeling:
- Linear, multiple, ridge, logistic, Poisson, and nonlinear regression
- ANOVA and ANCOVA models, principal component regression
- Robust regression and regularization options
Multivariate and Structure Analysis:
- PCA (Principal Component Analysis), MDS (Multidimensional Scaling), item analysis, factor modes
Time Series Analysis and Forecasting:
- Autocorrelation (ACF), partial autocorrelation (PACF), smoothing, ARMA/ARIMA/ARAR models
- Rolling statistics, forecasting diagnostics, Box-Ljung significance tests
High-Level Components:
- TMtxANOVA, TMtxMulLinReg, TMtxNonLinReg, TMtxPCA, TMtxHypothesisTest, TMtxBinaryTest,
TMtxMDScaling — encapsulated workflow components for rapid application development
Integration:
- Uses Dew.Math for optimized vector/matrix operations with AVX2/AVX512 hardware acceleration
- Optional charting and statistical visualization available through **Dew.Stats.Tee** (separate package)
Dew.Stats is designed for reproducible, numerically stable computation in research, industrial,
and engineering applications.
v6.3.10↙ 5.5K