FSharp.Stats is a multipurpose project for statistical testing, linear algebra, machine learning, fitting and signal processing.
| Descriptive statistics | Fitting | Interpolation | Signal processing |
|---|---|---|---|
|
- Measures of central tendency - Measures of dispersion - Correlation - Quantile/Rank - Distribution |
- Linear regression - Nonlinear regression - Spline regression - Goodness of fit |
- Polynomial interpolation - Spline interpolation |
- Continuous wavelet transform - Smoothing filters - Peak detection |
| Linear Algebra | Machine learning | Optimization | Statistical testing |
| - Singular value decomposition |
- PCA - Clustering - Surprisal analysis |
- Brent minimization - Bisection |
- t test, H test, etc. - ANOVA - Post hoc tests - q values - SAM - RMT |
Indepth explanations, tutorials and general information about the project can be found here or at fslab. The documentation and tutorials for this library are automatically generated (using the F# Formatting) from *.fsx and *.md files in the docs folder. If you find a typo, please submit a pull request!
Please refer to the Contribution guidelines.
to build the project, run either build.cmd or build.sh depending on your OS.
build targets are defined in the modules of /build/build.fsproj.
Some interesting targets may be:
./build.cmd runtests will build the project and run tests
./build.cmd watchdocs will build the project, run tests, and build and host a local version of the documentation.
./build.cmd release will start the full release pipeline.
The library is available under Apache 2.0. For more information see the License file in the GitHub repository.