README

OCaml Math Library

0.0.7

A collection of OCaml Math and Statistics functions. The API is availableonline.

Goals

1. Perform simple and sophisticated mathematical and statistical analysis inside of (mostly) OCaml. Please seeOml_full section for details.

2. Have a descriptive, simple, and typed approach to those algorithms.

   • descriptive: what a function does should be easy to understand from the type and name.

   • simple: don't worry about the corner cases of the algorithms, until you have to.

   • typed: obviously.

3. Well tested. There are a subtle dependency betweenfloat capabilities and these algorithms. The test suite aims to provide bounds as well as a benchmark for comparing algorithms.

4. Informative examples.

Building

• make setup willopam install the necessary packages forOml_full.

• make build will compile source.

• make test for tests. - We useKaputt as the testing framework. Tests are found in*.mlt files and are joined with their respective source files only when building a test target. -make TEST={ModuleName} test will run the test inModuleName, exmake TEST=Descriptive test -make setup_test will install packages necessary for testing.

• make covered_test forBisect_ppx instrumented test coverage.

Oml_full

Oml_full is a superset of Oml that includesC and/orFortran dependencies. It is generally more useful and incorporatesOml in a typed equivalent way. The goal is to provide a flexible end-user target for those who don't needC dependent functionality.

Dependencies

For the "full" Oml packagemake setup willopam install these:

• Lacaml for BLAS/LAPACK bindings.

• LBFGS for bindings to LBFGS optimization routines.

• ocephes for special functions.

And for testing:

• Kaputt for testing.

• Bisect_ppx for code coverage.

Contributing

Anything within the problem domain is welcome.

Questions, Bugs, Issues

The best place to discuss Oml is within Github'sissues (even for questions).

Guideline

"Favor readers over writers" andFavor users over readers.

1. topkgbuild
2. ocamlbuildbuild
3. ocamlfindbuild
4. ocaml>= "4.03"

1. dsfowith-test
2. kaputtwith-test

1. hlarp>= "0.0.3"

1. ocephes< "0.8"
2. lbfgs< "0.8.7"
3. lacaml>= "9.2.3"
4. lacaml< "8.0.6"