Meta.Numerics library features include advanced functions,
function analysis (solvers),
statistics and data analysis,
linear algebra,
and Fourier transforms.
Advanced Functions
The library defines a large number of simple and advanced mathematical functions on
real numbers, Complex numbers, integers, and other specialized mathematical objects.
Advanced functions of real and complex numbers include:
Function 
Real 
Complex 
Notes 
Gamma 
✔ 
✔ 
also ln Γ, incomplete Gamma 
Psi (Digamma) 
✔ 
✔ 
also polygamma ψ^{(n)} 
Beta 
✔ 

also incomplete Beta 
Error Function 
✔ 
✔ 
also erfc, erf^{1}, Faddeeva, Fresnel C and S 
Exponential Integrals 
✔ 
✔ 
includes Ein, Ei, E_{n}, and trigonometric integrals Ci and Si 
Bessel J and Y 
✔ 

also for noninteger orders, spherical Bessel j and y 
Modified Bessel I and K 
✔ 

also for noninteger orders, Airy Ai and Bi 
Coulomb Wave Functions F and G 
✔ 

accurate even in quantum tunneling region 
Reimann Zeta 
✔ 
✔ 
also Dirichlet η 
Dilogarithm Li_{2} (Spence's Function) 
✔ 
✔ 
also polylogarithm Li_{n} 
Orthogonal polynomials 
✔ 

Chebyshev T,
Hermite H,
Legendre P,
Laguerre L,
Zernike R 
Elliptic Integrals 
✔ 

Legendre F, K, E; Carlson R_{F} and R_{D}, and R_{G} 
Elliptic Functions 
✔ 

Jacobi cn, sn, and dn 
Hypergeometric function 
✔ 

_{2}F_{1} 
Advanced functions of integers include:
Meta.Numerics also defines various specialized mathematical objects and associated functions:
Object 
Functions 
Complex numbers 
arithmetic, basic and advanced functions 
Vectors and matrices 
arithmetic, inversion, decompositions 
Spinors 
ClebschGordon coefficients, 3j and 6j symbols 
Uncertain values 
arithmetic and basic functions with error propagation, confidence intervals 
Polynomials 
arithmetic, evaluation, composition, integration and differentiation 
Permutations 
generation, multiplication, inversion, cyclic decomposition and other properties 
Integer partitions 
generation 
Numerical Analysis (Solvers)
For arbitrary usersupplied functions, Meta.Numerics supports optimization (minimization and maximization), rootfinding,
integration, and the solution of ordinary differential equations. All operations are supported on multidimensional functions
as well as functions of simple real numbers.
Functionality 
1d 
nd 
Notes 
optimization 
✔ 
✔ 
also global optimum search 
rootfinding 
✔ 
✔ 

integration 
✔ 
✔ 
advanced multigrid MonteCarlo integrator 
ordinary differential equations 
✔ 
✔ 
also conservative integrator 
Statistics and Data Analysis
Data Wrangling
The library provides a framework similar to the data frame systems familiar to R and Pandas users.
Arrays of strongly typed data can be imported and exported from and to CSV and JSON formatted files.
Null data entries are supported via .NET's Nullable structure.
Data can be filtered, ordered, and transformed in many different ways. The new views produced copy
underlying data only when necessary, so manipulations of even large data sets are memory efficient.
Data can be passed in columnoriented form to our or any other statistical analysis APIs.
Statistical Analysis
The library provides specialized classes for working with various kinds of data, including:
Type 
Functionality 
Univariate Sample 
sample and population statistics,
transformations,
percentile/score conversions,
fits to distributions,
parametric and nonparametric tests

Bivariate Sample 
sample and population statistics,
regression (linear, polynomial, nonlinear, logistic),
parametric and nonparametric tests of association

Multivariate Sample 
sample and population statistics,
regression (linear and logistic),
cluster and component analysis

Data with Error Bars 
fit to line, constant, proportionality, polynomial,
nonlinear function, linear combination of functions

Contingency Table 
sample and population statistics,
parametric and nonparametric tests of association

Histograms 
sample and population statistics,
fits to distributions,
parametric tests

Time Series 
sample and population statistics,
power spectrum,
difference and integrate,
fit to AR and MA models

For each kind of data, methods allow you to evaluate descriptive statistics, fit models, and
perform appropriate statistical tests. All fits produce not just the bestfit parameter set, but
also error bars, a covariance matrix, and a goodnessoffit test. Specialized methods make it
easy to add, remove, update, and locate data.
Statistical Tests
Some of the many statistical tests supported by the library include:
Parametric Test 
Nonparametric Alternative 
Purpose 
onesample ttest 
sign test 
compare a sample's mean or median to a reference value 
twosample ttest 
MannWhitney Utest 
compare the means or medians of two samples 
oneway and twoway ANOVA 
KruskalWallis 
compare the means or medians of three or more samples 
Pearson's r 
Spearman's rho,
Kendall's tau 
detect association between two continuous variables 
Pearson's χ^{2} test 
Kendall's exact test 
detect associated between two categorical variables 
ShapiroFrancia 
KolmogorovSmirnov, Kuiper 
compare continuous sample data to a reference distribution 
LjungBox test 

detect autocorrelation in time series 
For all tests, we provide exact null distributions for small samples.
Distributions
Meta.Numerics defines a large number of probability distributions, both continuous and discrete:
For all defined distributions, you can obtain:
 Basic Descriptive Statistics: mean, median, variance, standard deviation, skewness, excess kurtosis
 Probability Mass and Probability Density Function (PDF) values
 Cumulative Distribution Function (CDF) values, integrated from the left or right
 Inverse CDF values, i.e. percentile to score conversions
 Arbitrary raw moments, central moments, and cumulants
 Random deviates
You can also fit sample data to many of the distributions and perform maximum likelihood fits to any
usersupplied distribution.
Matrix Algebra
The library defines a number of matrix classes: rectangular, square, symmetric, and tridiagonal. Each class defines operations appropriate to that
matrix type, implemented to exploit the matrix structure for optimum performance. The following table summarizes the available operations:
Operation 
Rectangular 
Square 
Symmetric 
Tridiagonal 
Arithmetic 
✔ 
✔ 
✔ 
✔ 
Decomposition 
✔ 
✔ 
✔ 
✔ 
Determinant 

✔ 
✔ 
✔ 
Inverse 

✔ 
✔ 
✔ 
Eigenvalues and Eigenvectors 

✔ 
✔ 
✔ 
Available decompositions include LU, QR, and singular value decompositions (SVD).
Extended Precision
We supply a quad precision floating point type that tracks approximately 60 decimal digits.
