[Feature Request] Integration procedures for Interpolation and LinearRegression - Githubissues

fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#

https://fslab.org/FSharp.Stats/

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[Feature Request] Integration procedures for Interpolation and LinearRegression #291

Open bvenn opened 10 months ago

bvenn commented 10 months ago

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 both, negative x and negative y values!

Interpolation

[ ] step interpolation
[ ] akima interpolation
[ ] hermite interpolation
[ ] polynomial interpolation
[ ] cubic spline interpolation

Regression

[ ] simple linear regression
[ ] polynomial regression
[ ] smoothing spline
[ ] (optional) robust simple linear regression