statistics-linreg is a Haskell library to perform linear regressions on Vector of Samples, based on the statistics library.
You can see how you can use this library on its hackage page and read the documentation for the current (as of Jan. 2013) version here.
Feel free to contribute, may it be features, performance improvements, etc.
This library is written and maintained by Alp Mestanogullari alpmestan@gmail.com and Uri Barenholz uri.barenholz@weizmann.ac.il.