Numerix

A collection of useful mathematical functions in Elixir with a slant towards statistics, linear algebra and machine learning.

Installation

Add numerix to your list of dependencies in mix.exs:

  def deps do
    [{:numerix, "~> 0.3.0"}]
  end

Ensure numerix is started before your application:

  def application do
    [applications: [:numerix]]
  end

Examples

Check out the tests for examples.

Documentation

Check out the API reference for the latest documentation.

Features

Statistics

• Mean
• Weighted mean
• Median
• Mode
• Range
• Variance
• Population variance
• Standard deviation
• Population standard deviation
• Moment
• Kurtosis
• Skewness
• Covariance
• Weighted covariance
• Population covariance
• Quantile
• Percentile

Correlation functions

• Pearson
• Weighted Pearson

Distance functions

• Mean squared error (MSE)
• Root mean square error (RMSE)
• Pearson
• Minkowski
• Euclidean
• Manhattan
• Jaccard

General math functions

• nth root

Special functions

• Logit
• Logistic

Window functions

• Gaussian

Linear algebra

• Dot product
• L1-norm
• L2-norm
• p-norm
• Vector subtraction and multiplication

Linear regression

• Least squares best fit
• Prediction
• R-squared

Kernel functions

• RBF