F# for Quantitative Finance

Creating a bar chart

In this example, we'll learn how to plot a histogram of a distribution generated by Math.NET. Histograms are useful to visualize statistical data and get a grip of their properties. We'll use a simple normal distribution with a zero mean and a standard deviation of one.

open System
open MathNet.Numerics
open MathNet.Numerics.Distributions
open MathNet.Numerics.Statistics
open FSharp.Charting

module FSharpCharting2 = fsi.AddPrinter(fun ch:FSharp.Charting.ChartTypes.GenericChart) -> ch.ShowChart(); "FSharpCharting")

Next we'll create the normal distribution that will be used in the histogram:

let dist = new Normal(0.0, 1.0) let samples = dist.Samples() |> Seq.take 10000 |> Seq.toList let histogram = new Histogram(samples, 35); ...