What's New in Version 5.1

Math library

  • Support for quadruple precision numbers with up to 34 digits, including our full vector and matrix library. Real and complex numbers are supported.
  • Smoothing cubic splines, monotonicity preserving splines.
  • Nonlinear curve fitting for arbitrary domains, including surface fitting.
  • Improved Quadratic Programming solver.

Vector and Matrix Library

  • GPU computing: offload computations to the GPU.
  • Data is kept on the GPU as long as possible for optimal performance.
  • Row and column labels for vectors and matrices.
  • Automatic alignment on labels.
  • Grouping and aggregation on vectors and matrices.
  • Optimized elementary functions on vectors and matrices.
  • Reshaping operations on vectors and matrices.
  • Support for F# 3.1 indexing and slicing.

Data Frame Library

  • Data frame class supporting advanced data manipulation.
  • Simple and multi-level indexes.
  • Pivot tables, stacking, unstacking of data frames.
  • Joins and merges, join to nearest.
  • Advanced grouping and aggregation.
  • Supports LINQ queries.
  • Integrated with statistical models.

Statistics Library

  • GARCH models (Generalized AutoRegressive Conditional Heteroskedasticity).
  • Regularized linear regression models: Ridge regression, LASSO and elastic net.
  • Cumulative multivariate normal distribution.
  • Hyperbolic and Inverse Gaussian distribution.
  • Generic truncated distributions.
  • Post hoc tests for one-way ANOVA: Tukey, Tukey-Kramer, Scheffé, Fisher-Hayter
  • Ljung-Box test for autoregression.