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Add Generalised Linear Models to FSharpStats

Open LibraChris opened this issue 8 months ago • 7 comments

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

LibraChris avatar Jun 10 '24 12:06 LibraChris