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https://github.com/usace-rmc/numerics

Numerics is a free and open-source library for .NET developed by USACE-RMC, providing a comprehensive set of methods and algorithms for numerical computations and statistical analysis.
https://github.com/usace-rmc/numerics

machine-learning mcmc-sampling optimization probability-distribution statistics

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Numerics is a free and open-source library for .NET developed by USACE-RMC, providing a comprehensive set of methods and algorithms for numerical computations and statistical analysis.

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# Numerics

[![CI](https://github.com/USACE-RMC/Numerics/actions/workflows/Integration.yml/badge.svg)](https://github.com/USACE-RMC/Numerics/actions/workflows/Integration.yml)
[![NuGet](https://img.shields.io/nuget/v/RMC.Numerics)](https://www.nuget.org/packages/RMC.Numerics/)
[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.19444369.svg)](https://doi.org/10.5281/zenodo.19444369)
[![License: BSD-3-Clause](https://img.shields.io/badge/License-BSD_3--Clause-blue.svg)](LICENSE)

***Numerics*** is a free and open-source numerical computing library for .NET developed by the U.S. Army Corps of Engineers Risk Management Center (USACE-RMC). It provides methods and algorithms for probability distributions, statistical analysis, numerical methods, optimization, machine learning, and Bayesian MCMC sampling — with a focus on hydrological and risk assessment applications.

## Supported Frameworks

| Framework | Version |
|-----------|---------|
| .NET | 10.0, 9.0, 8.0 |
| .NET Framework | 4.8.1 |

Install via NuGet:
```
dotnet add package RMC.Numerics
```
Or search for [RMC.Numerics](https://www.nuget.org/packages/RMC.Numerics/) in the NuGet Package Manager.

## Documentation

**[User Guide and API Documentation](docs/index.md)** — Comprehensive documentation with code examples and mathematical explanations.

| Section | Topics |
|---------|--------|
| [Mathematics](docs/mathematics/integration.md) | Integration, differentiation, optimization, root finding, linear algebra, ODE solvers, special functions |
| [Data](docs/data/interpolation.md) | Interpolation, linear regression, time series analysis |
| [Statistics](docs/statistics/descriptive.md) | Descriptive statistics, goodness-of-fit metrics, hypothesis tests |
| [Distributions](docs/distributions/univariate.md) | 40+ univariate distributions, parameter estimation, uncertainty analysis, copulas, multivariate distributions |
| [Machine Learning](docs/machine-learning/machine-learning.md) | GLM, decision trees, random forests, KNN, naive Bayes, k-means, GMM |
| [Sampling](docs/sampling/mcmc.md) | MCMC (RWMH, ARWMH, DE-MCz, HMC, NUTS, Gibbs), random generation, convergence diagnostics |
| [References](docs/references.md) | Consolidated bibliography |

## Support

USACE-RMC is committed to maintaining and supporting the library with regular updates, bug fixes, and enhancements.

The repository includes a unit testing library with over 1,000 tests that also serve as usage examples for the classes and methods in the library.

## Contributing

Contributions are welcome. Please see [CONTRIBUTING.md](CONTRIBUTING.md) for guidelines on bug reports, feature requests, and pull requests.

## License

See [LICENSE](LICENSE) for details.