FSharp.Stats
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statistical testing, linear algebra, machine learning, fitting and signal processing in F#
### Description >The Kolmogorov-Smirnov (KS) two-sided test statistic Dn is widely used to measure the goodness-of-fit between the empirical distribution of a set of n observations and a given continuous...
### Description A proper discription for the usage of Savitzky Golay filter is missing in the official documentation. The example looks good, but usage, parameter description, and parameter usage should...
### Description >tSNE is a dimensionality reduction method. It allows you to visualise a multi-dimensional dataset in 2 or 3 dimensional scatter plot. - All necessary information with pseudocode and...
### Description >Decision Trees (DTs) are a non-parametric supervised learning method used for [classification](https://scikit-learn.org/stable/modules/tree.html#tree-classification) and [regression](https://scikit-learn.org/stable/modules/tree.html#tree-regression) [3]. The random forest algorithm is a supervised classification algorithm. Pseudocode is given in...
Integrals can easily be calculated for step functions, linear splines, polynomials and splines. These procedures are missing for most of the interpolation and regression modules. **Important:** unit tests should cover...
The `regularizeValues` function is located in `Interpolation.Approximation`. While it is currently only used here, it is of bread interest to have this function available on a more global layer. It...
**Is your feature request related to a problem? Please describe.** [Inverse CDFs](https://en.wikipedia.org/wiki/Quantile_function) are useful for calculating credible intervals for a given distribution, among other things. **Describe the solution you'd like**...
There is `FSharp.Stats.Optimization.Brent` and `FSharp.Stats.Rootfinding.Brent`, both without proper documentation. - [ ] clarify if methods are compatible - [ ] decide for more performant version and put it in Optimization...
**Problem** When Nelder-Mead method is applied to a simple quadratic polynomial, the minimization is unable to identify the minimum. It is quite close, but the modification of `StopCriterion` or the...
## Merge operations for Maps Data can be sorted into bins of predefined width using the `Frequency` or `EmpiricalDistribution` module. If two datasets are binned and should be merged afterwards,...