FSharp.Stats
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fslaborg
statistical testing, linear algebra, machine learning, fitting and signal processing in F#
### Description Autocorrelation describes the correlation of data with itself but shifted. It helps identifying randomness or time dependent patterns. The autocorrelation in `Correlation` module lacks in proper [documentation](https://fslab.org/FSharp.Stats/Correlation.html#Autocorrelation) and...
### Description Some modules in _FSharp.Stats.ML.Unsupervised_ are not part of the project. The outdated dependencies have to be updated for reintegration. - [ ] DensityClustering.fs - [x] GapStatistics.fs - [x]...
**Is your feature request related to a problem? Please describe.** The FSharp.Stats.Signal namespace should implement a common interface to represent a peak. This will allow downstream algorithms to be implemented...
**Is your feature request related to a problem? Please describe.** The developer branch is now (5c1d95aa062bb14a9947cdffdd53f7d90a0f8e5a) containing a levenberg marquardt variant that supports box constrains and an classic implementation. **Describe...
**Is your feature request related to a problem? Please describe.** Many functions lack collection type consistency, eg. array as parameter vector as return type. E.g. FSharp.Stats.Filtering.savitzky_golay. **Describe the solution you'd...
**Is your feature request related to a problem? Please describe.** Not really a problem. Currently the only implemented ordination method in FSharp.Stats is PCA. PCA is applied on data where...
**Is your feature request related to a problem? Please describe.** The LinearAlgebra module is a big mess. Many not implemented functions, naming has to be unified, unmanaged access to LAPACK...
### Description SAM.S0.estimate returns values as percentages (value between 0. and 100.) ### Expected behavior SAM.S0.estimate returns values as probability (value between 0. and 1.). As this is the standard...
### Description Some of the functions in module Algebra are callable from outside even though they should be encapsulated. Example: FSharp.Stats.Algebra.EVD.SymmetricEvd
**Please reference the issue(s) this PR is related to** Implementing SAM as in FR #236 **Please list the changes introduced in this PR** - Implementation of SAM - Documentation -...
