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FSharp.Stats is a multipurpose project for statistical testing, linear algebra, machine learning, fitting and signal processing.

Amongst others, following functionalities are covered:
Descriptive statistics Fitting Interpolation Signal processing

Linear algebra Machine Learning Optimization Testing
  • Singular value decomposition

  • Brent minimization
  • Bisection


Indepth explanations, tutorials and general information about the project can be found here. The documentation and tutorials for this library are automatically generated (using the F# Formatting) from *.fsx and *.md files in the docs folder. If you find a typo, please submit a pull request!


Please refer to the Contribution guidelines.

Library license

The library is available under Apache 2.0. For more information see the License file in the GitHub repository.