Statistical_analysis
Statistical analysis using only C++
- Matrix calculation
- Linear regression
- Multiple regression
- Sparse regression
- Logistic regression
- Nonlinear regression
- TimeSeries Regression
- Nonlinear classification
- TimeSeries classification
- Principal component analysis
- Independent component analysis
- Eigenvalue analysis
- Statistical causal search(LiNGAM)
The current aim is to create a non-GPL C++ implementation of a linear non-Gaussian aperiodic model (LiNGAM) which is one of the statistical causality search.
LiNGAM
Please wait.
Execution efficiency and results are still bad.
We are currently making modifications and changes.
GPU support is experimental so performance is not good.
The directory structure and file name will probably change in the future.
progress
Update 2018/11/27
We use the following code according to the license.
hungarian-algorithm
Copyright (c) 2014, Markus Buehren
Copyright (c) 2018, mcximing
MIT License Copyright (c) 2018 Sanaxen(Made a single header)
Linear Regression
- Lasso
- Ridge
- Elastic Net
MIT License Copyright (c) 2017 Liu MIT License Copyright (c) 2018 Sanaxen
logistic regression
- logistic regression
BSD 3-Clause License Copyright (c) 2007-2019 The LIBLINEAR Project
CLAPCK
modified BSD license
Copyright (c) 1992-2013
The University of Tennessee and The University of Tennessee Research Foundation. All rights reserved.
Copyright (c) 2000-2013
The University of California Berkeley. All rights reserved.
Copyright (c) 2006-2013
The University of Colorado Denver. All rights reserved.
MKL(optional)
Copyright (c) 2017 Intel Corporation.
CSVparser
MIT License Copyright (c) 2017 Romain Sylvian
MIT License Copyright (c) 2018 Sanaxen(Made a single header)
tiny-dnn
BSD 3-Clause License Copyright (c) 2013, Taiga Nomi
Used for nonlinear regression and nonlinear time series prediction