meshgrid fix

What's Changed

• avoid name collisions of meshgrid by @HugoGranstrom in #42

Full Changelog: v0.8.8...v0.8.9

Extrapolation

The 1D interpolation methods now support extrapolation using these methods:

• Constant: Set all points outside the range of the interpolator to extrapValue.
• Edge: Use the value of the left/right edge.
• Linear: Uses linear extrapolation using the two points closest to the edge.
• Native (default): Uses the native method of the interpolator to extrapolate. For Linear1D it will be a linear extrapolation, and for Cubic and Hermite splines it will be cubic extrapolation.
• Error: Raises an ValueError if x is outside the range.

These are passed in as an argument to eval and derivEval:

let valEdge = interp.eval(x, Edge)
let valConstant = interp.eval(x, Constant, NaN)

`levmarq` uncertainties + CI Docs

• levmarq now accepts yError.
• paramUncertainties allows you to calculate the uncertainties of fitted parameters.
• chi2 test added

What's Changed

• build docs in CI when pushing to master by @HugoGranstrom in #35
• add chi2 + add uncertainties to levmarq by @HugoGranstrom in #36

Full Changelog: v0.8.5...v0.8.6

Fix rbf bug

What's Changed

• fix rbf bug by @HugoGranstrom in #34

Full Changelog: v0.8.4...v0.8.5

Radial basis function interpolation

With radial basis function interpolation, numericalnim finally gets an interpolation method which works on scattered data in arbitrary dimensions!

Basic usage:

let interp = newRbf(points, values)
let result = interp.eval(evalPoints)

What's Changed

• Radial Basis functions by @HugoGranstrom in #33

Full Changelog: v0.8.3...v0.8.4

Export LineSearchCriterion

What's Changed

• export linesearch and test it by @HugoGranstrom in #32

Full Changelog: v0.8.2...v0.8.3

Fix Nim CI - strictEffects

Fixes nim-lang/Nim#19380

Fix Nim CI

Fixes #29

Optimization has joined the chat

Multi-variate optimization and differentiation has been introduced.

• numericalnim/differentiate offers tensorGradient(f, x) which calculates the gradient of f w.r.t x using finite differences, tensorJacobian (returns the transpose of the gradient), tensorHessian, mixedDerivative. It also provides checkGradient(f, analyticGrad, x, tol) to verify that the analytic gradient is correct by comparing it to the finite difference approximation.
• numericalnim/optimize now has several multi-variate optimization methods:
  • steepestDescent
  • newton
  • bfgs
  • lbfgs
  • They all have the function signatures like:

    proc bfgs*[U; T: not Tensor](f: proc(x: Tensor[U]): T, x0: Tensor[U], options: OptimOptions[U, StandardOptions] = bfgsOptions[U](), analyticGradient: proc(x: Tensor[U]): Tensor[T] = nil): Tensor[U]

    where f is the function to be minimized, x0 is the starting guess, options contain options like tolerance (each method has it own options type which can be created by for example lbfgsOptions or newtonOptions), analyticGradient can be supplied to avoid having to do finite difference approximations of the derivatives.
  • There are 4 different line search methods supported and those are set in the options: Armijo, Wolfe, WolfeStrong, NoLineSearch.
  • levmarq: non-linear least-square optimizer

    proc levmarq*[U; T: not Tensor](f: proc(params: Tensor[U], x: U): T, params0: Tensor[U], xData: Tensor[U], yData: Tensor[T], options: OptimOptions[U, LevmarqOptions[U]] = levmarqOptions[U]()): Tensor[U]

    • f is the function you want to fit to the parameters in param and x is the value to evaluate the function at.
    • params0 is the initial guess for the parameters
    • xData is a 1D Tensor with the x points and yData is a 1D Tensor with the y points.
    • options can be created using levmarqOptions.
    • Returns the final parameters

Note: There are basic tests to ensure these methods converge for simple problems, but they are not tested on more complex problems and should be considered experimental until more tests have been done. Please try them out, but don't rely on them for anything important for now. Also, the API isn't set in stone yet so expect that it may change in future versions.

Fix nim CI

adds the task nimCI which is to to run by the Nim CI