FSharp.Stats
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Add Generalised Linear Models to FSharpStats
Changes introduced in this PR
- Implemented QR-based solver for GLMs
- Added multiple tests for various GLM link and variance functions
- Added functions for GLM statistics and documentation
Description
This PR introduces the GLM (Generalized Linear Models) module in FSharp.Stats. The key features include the implementation of an Iteratively Reweighted Least Squares (IRLS) solver on a QR-based solver for GLMs, enhancing the accuracy and performance of statistical modeling. Extensive tests have been added and updated to ensure robustness, covering various link functions and variance calculations. Documentation has been thoroughly updated to assist users in leveraging these new features effectively.
[Required] please make sure you checked that
- [X] The project builds without problems on your machine
[Optional]
- [X] Added unit tests regarding the added features
Hey @bvenn, would you mind checking this out? Please squish all the commits if possible to avoid confusion. If there is anything I should add or change please let me know
Hey @bvenn, anything you would change before the merge?
Sorry, I was busy during the last weeks. I'll check out your PR this week.
When watching the docs dotnet fsdocs watch --eval I noticed the API-Reference is broken. Nothing is displayed. I'm not sure if the cause lies within this PR or some error happened earlier. If you find time, you can check if it worked prior to your commits.
When watching the docs
dotnet fsdocs watch --evalI noticed the API-Reference is broken. Nothing is displayed. I'm not sure if the cause lies within this PR or some error happened earlier. If you find time, you can check if it worked prior to your commits.
The issue seems to be older than this PR or it is due to my setup. Could you check the docs in your machine?
When watching the docs
dotnet fsdocs watch --evalI noticed the API-Reference is broken. Nothing is displayed. I'm not sure if the cause lies within this PR or some error happened earlier. If you find time, you can check if it worked prior to your commits.
The issue seems to be older than this PR or it is due to my setup. Could you check the docs in your machine?
Try using the build target (build.cmd watchdocs), which should make sure that the necessary binaries are built before creating the docs
I still get the following error during build watchdocs:
"System.Xml.XmlException: The ',' character, hexadecimal value 0x2C, cannot be included in a name. Line 15278, position 99" I think I fixed an issue similar to this within the last months.
@LibraChris your branch is 42 commits behind, if you could rebase, the issue may be gone