Numerics

Numerics is a free and open-source library for .NET developed by the U.S. Army Corps of Engineers Risk Management Center (USACE-RMC). Numerics provides a comprehensive set of methods and algorithms for numerical computations and statistical analysis. The library includes routines for interpolation, regression, time series data, statistics, machine learning, probability distributions, bootstrap uncertainty analysis, Bayesian Markov Chain Monte Carlo, optimization, root finding, and more.

Documentation

📚 User Guide and API Documentation - Comprehensive documentation with examples and mathematical explanations

The documentation covers:

• Distributions: Univariate probability distributions, parameter estimation, uncertainty analysis, copulas
• Statistics: Descriptive statistics, goodness-of-fit metrics, hypothesis tests
• Mathematics: Numerical integration, differentiation, optimization, linear algebra, root finding
• Data: Interpolation methods, time series analysis
• Sampling: Random number generation, MCMC methods including RWMH, ARWMH, DE-MCz, HMC, and Gibbs sampling

Support

The RMC is committed to maintaining and supporting the software, providing regular updates, bug fixes, and enhancements on an annual basis or as needed.

The repository contains a unit testing library with more than 1,000 tests. These tests also provide examples for using the classes and methods in the library.

Installation Instructions

We recommend using NuGet for convenient installation of the RMC.Numerics package.