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.
| 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 in the NuGet Package Manager.
User Guide and API Documentation - Comprehensive documentation with code examples and mathematical explanations.
| Section | Topics |
|---|---|
| Mathematics | Integration, differentiation, optimization, root finding, linear algebra, ODE solvers, special functions |
| Data | Interpolation, linear regression, time series analysis |
| Statistics | Descriptive statistics, goodness-of-fit metrics, hypothesis tests |
| Distributions | 40+ univariate distributions, parameter estimation, uncertainty analysis, copulas, multivariate distributions |
| Machine Learning | GLM, decision trees, random forests, KNN, naive Bayes, k-means, GMM |
| Sampling | MCMC (RWMH, ARWMH, DE-MCz, HMC, NUTS, Gibbs), random generation, convergence diagnostics |
| References | Consolidated bibliography |
- .NET 8+ runtime (or .NET Framework 4.8.1 on Windows). Install the .NET SDK if you don't already have it.
- Microsoft .NET SDK 10.1.326.7603 is available on the App Portal for Corps users
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.
Contributions are welcome. Please see CONTRIBUTING.md for guidelines on bug reports, feature requests, and pull requests.
See LICENSE for details.