SPL Math routine
Table of contents
Vector Operations
Vector addition and subtraction, number and dot products, cross products
Statistical indicators of vector
Matrix Operations
Basic operations
Matrix addition and subtraction
Number and dot products of matrix
Multidimensional matrix
Matrix transformation
Complex
Real part and imaginary part of complex number
Sign function (Signum function)
Solution of Linear Equations
Linear Programming
Statistics
Correlations
Parameter estimation and hypothesis testing
Hypothesis testing of regression model
Statistical distance between samples
Mathematical modeling
Data exploration
Outlier detection: Box plot, Z-score , Median absolute deviation(MAD)
Data pre-processing
Variable preliminary filtering
Missing value handling
Linear regression model filling
Flag missing information for individual variable
Flag missing information for multiple variables
Categorical variable handling
Numerical the categorical variables
Smoothing categorical variable
Date time variable processing
Date time feature derive and date time intervals
Data standardization
Variable transformation
Tangent and arc tangent transformation
Interaction
Ratio
Data discretization
Abnormal distribution processing
Low frequency categorical data processing
High skewness data processing
Outlier processing
Balanced sampling
Dataset split
Dimension reduction
PCA
Variable selection
Select variables using correlation coefficients
Select variables using p-value
Identification of pseudo-independent variables
Data smoothing
sg data smoothing(polynomial smoothing)
Curve fitting and supervised learning algorithm
Least-squares algorithm linear fitting
Unsupervised learning algorithm
Model evaluation
Classification model evaluation
Accuracy, Precision, Recall, Specificity, F1
Regression model evaluation
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