Statistics, probability

fgsl

reinh-bader / fgsl

Fortran bindings to GSL; checked adaptive quadrature with an endpoint singularity.

Uncertain: discovery classification awaiting procedure-level source review.

C D E F G H H2 H2a H2a1 H2a1a H2a1a1 I J K L

Package details · Repository · Open default example

fjsample

Ryan Bignell (rjabi) / FJsample

Jackknife and bootstrap resampling, bias estimates and statistical uncertainties.

Matching APIs: Complement, jackError

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L4.

L L1 L2 L4

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Checked drivers: fjsample-jackknife-reference

forlab

ZUO Zhihua (zoziha) / forlab

MATLAB/NumPy-style numerical utilities, linear algebra, interpolation and statistics.

Uncertain: discovery classification awaiting procedure-level source review.

D D1 D2 D9 D9a D9a1 E E1 L L1

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forpca

Ali (gha3mi) / forpca

Principal component directions from eigendecomposition or singular value decomposition.

Matching APIs: tpca%pca (SVD mode)

Source-supported: pinned procedure evidence; a matching checked driver is still needed.

D D4 D6 L L13 L13b

Package details · Repository · Open default example

fortran_test_helper

Jason Christopherson (jchristopherson) / fortran_test_helper

Assertions and random array generators for numerical tests.

Matching APIs: create_random_array (real64 overload)

Source-supported: pinned procedure evidence; a matching checked driver is still needed.

L L6 L6a L6a21 S S3

Package details · Repository · Open default example

fortsa

ZUO Zhihua (zoziha) / fortsa

Time-series autocorrelations, partial correlations and ARIMA modeling through CTSA.

Matching APIs: acvf, acvf2acf

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L10a2a.

L L10 L10a L10a2 L10a2a L11

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Checked drivers: fortsa-autocorrelation-reference

friction

Jason Christopherson (jchristopherson) / friction

Coulomb, Stribeck and dynamic friction models for contacting bodies.

Matching APIs: friction_model%fit

Source-supported: pinned procedure evidence; a matching checked driver is still needed.

I I1 L L8

Package details · Repository · Open default example

fstats

Jason Christopherson (jchristopherson) / fstats

Probability distributions, statistical tests, regression, bootstrap sampling, and MCMC.

Matching APIs: variance; mean

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L1a1a.

L L1 L1a L1a1 L1a1a L1a1b L2 L4 L5 L6 L8 M M1

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Checked drivers: fstats-mean-checks · fstats-sample-variance-checks

gslib

Exequiel Sepulveda (exepulveda) / gslib2.0

Geostatistical covariance models, kriging and spatial simulation routines.

Matching APIs: cova3 / ksol (ordinary-kriging driver)

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L13.

E E2 L L13

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Checked drivers: gslib-kriging-reference

lib_statistics

Sebastian Dyrda (sebastiandyrda) / lib_statistics

Logistic regression using iteratively reweighted least squares.

Matching APIs: logistic

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L8.

L L8 L9

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Checked drivers: logistic-grouped-binomial-reference

mersenne-twister-fortran

Jacob Williams (jacobwilliams) / mersenne-twister-fortran

Reproducible 64-bit Mersenne Twister random number generation.

Matching APIs: mt19937%genrand64_real2

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L6a21.

L L6 L6a L6a21

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Checked drivers: mt19937-64-reference-sequence

odrpack95

Hugo Vale (HugoMVale) / odrpack95

Orthogonal distance regression with errors in both variables and optional parameter bounds.

Matching APIs: odr

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L8.

G G2 K K1 L L8

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Checked drivers: odrpack-line-total-least-squares

orderpack

urbanjost / orderpack

Sorting, ranking, medians, and partial ordering of arrays.

Uncertain: discovery classification awaiting procedure-level source review.

L L1 N N6

Package details · Repository · Open default example

pointsets

Arjen Markus (arjenmarkus) / pointsets

Construct uniform, geometric, random and quasi-random point sets and multidimensional grids.

Matching APIs: random_spacing

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L6.

L L6 P R

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Checked drivers: pointsets-random-reference

rndgen-fortran

Wesley Cota (wcota) / rndgen-fortran

Seeded KISS random number generators with multiple independent states and replay.

Matching APIs: rndgen%rnd

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L6a21.

L L6 L6a L6a21

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Checked drivers: rndgen-kiss-reference

rng-fortran

Jannis Teunissen (jannisteunissen) / rng_fortran

Xoroshiro128+ generator with uniform, normal and Poisson sampling.

Matching APIs: rng_t%set_seed / unif_01; rng_t%normal / poisson / circle / sphere

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L6.

L L6 L6a L6a21 L6c

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Checked drivers: rng-distributions-reference · rng-xoroshiro-reference

rngff

Archaeologic-Inc / rngff

A common object-oriented interface to pseudorandom number generators.

Matching APIs: linear_congruential_t%next

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L6a21.

L L6 L6a L6a21

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Checked drivers: rngff-lcg-reference-sequence

stdlib

fortran-lang / stdlib

General utilities, statistics, strings, sorting, and numerical routines.

Matching APIs: mean; random_seed; var (real64 sample/population configurations)

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class L1a1a.

A C D D1 D2 D2a D2a1 D9 D9a D9a1 L L1 L1a L1a1 L1a1a L1a1b L6 L6c N N3 N4 N5 N6 R R3

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Checked drivers: stdlib-mean-checks · stdlib-sample-variance-checks · stdlib-seed-replay