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fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#
https://fslab.org/FSharp.Stats/
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Rework PCA #219

Closed ZimmerD closed 2 years ago

ZimmerD commented 2 years ago

This PR provides a rework of the PCA implementation.

The implementation was tested extensively, references accompany the code. The provided functionality covered by tests and and documentation.

codecov-commenter commented 2 years ago

Codecov Report

Merging #219 (f18cec6) into developer (262f1ac) will increase coverage by 0.75%. The diff coverage is 98.70%.

@@              Coverage Diff              @@
##           developer     #219      +/-   ##
=============================================
+ Coverage      31.61%   32.37%   +0.75%     
=============================================
  Files            124      124              
  Lines          11664    11654      -10     
  Branches        1784     1775       -9     
=============================================
+ Hits            3688     3773      +85     
+ Misses          7535     7440      -95     
  Partials         441      441
Impacted Files Coverage Δ
tests/FSharp.Stats.Tests/Main.fs 0.00% <0.00%> (ø)
...tats/ML/Unsupervised/PrincipalComponentAnalysis.fs 100.00% <100.00%> (+100.00%) :arrow_up:
tests/FSharp.Stats.Tests/ML.fs 71.54% <100.00%> (+14.22%) :arrow_up:
src/FSharp.Stats/Fitting/Spline.fs 91.17% <0.00%> (-0.26%) :arrow_down:
src/FSharp.Stats/Array.fs 0.00% <0.00%> (ø)
src/FSharp.Stats/Ops.fs 4.00% <0.00%> (+0.15%) :arrow_up:
src/FSharp.Stats/Algebra/SVD.fs 53.93% <0.00%> (+0.39%) :arrow_up:
src/FSharp.Stats/AlgTypes.fs 29.08% <0.00%> (+0.46%) :arrow_up:
src/FSharp.Stats/Matrix.fs 44.10% <0.00%> (+0.56%) :arrow_up:

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