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VBA-Expressions v3.0.1

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@ws-garcia ws-garcia released this 21 Mar 19:34
· 132 commits to main since this release

One step higher!

Improvements

  • Added MLR function for multiple linear regression over models with k regressors/predictors variables. The function supports two-way predictors interactions and named predictors.
  • Added CHOLESKY function for decomposition of positive definite nxn matrices.
  • Added CHOLSOLVE function for solving systems of linear equations by Cholesky decomposition.
  • Added CHOLINVERSE function for computing inverse of matrices using the Cholesky decomposition.
  • Added more unit tests.
  • Removed unused code
  • Improved ToDblArray method.
  • Improved FIT function. Internally it now works with multiple linear regressions for polynomial fitting.
  • Improved MSUM function.

Bug fixes

  • Fixed bug preventing MMULT function from evaluating correctly when multiplying a 2D by 1D matrix.
  • Fixed bug causing an anomalous splitting within the lists expressed as a literal string.

This release use ideas from:

(c) Douglas C. Montgomery and George C. Runger [Applied Statistics and Probability for Engineers]
(c) William H. Press [Numerical recipes in C: the art of scientific computing]