fslaborg / FSharp.Stats

statistical testing, linear algebra, machine learning, fitting and signal processing in F#
https://fslab.org/FSharp.Stats/
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Add Generalised Linear Models to FSharpStats #334

Open LibraChris opened 3 weeks ago

LibraChris commented 3 weeks ago

Changes introduced in this PR

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.

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LibraChris commented 3 weeks ago

Hey @bvenn, would you mind checking this out? Please squish all the commits if possible to avoid confusion. If there is anything I should add or change please let me know

LibraChris commented 1 week ago

Hey @bvenn, anything you would change before the merge?

bvenn commented 1 week ago

Hey @bvenn, anything you would change before the merge?

Sorry, I was busy during the last weeks. I'll check out your PR this week.

bvenn commented 1 week ago

When watching the docs dotnet fsdocs watch --eval I noticed the API-Reference is broken. Nothing is displayed. I'm not sure if the cause lies within this PR or some error happened earlier. If you find time, you can check if it worked prior to your commits.