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statkit's Issues

Add Regression Metrics

Add a protocol to define suitable regression metrics for inferential/predictive statistics.

  • Coefficient of determination (R Squared)
  • Adjusted R Squared
  • MSE
  • RMSE
  • Mean Absolute Error
  • Median Absolute Error
  • Max error
  • RSS
  • pMSE

Add calculation of quantiles

Definition of done:

  • Supports non-verbose syntax for the most commonly used quantiles (quartile, quintile, decile).
  • Supports arbitrary splits.

Refactor Standard Library Extensions to free functions

Extensions to standard library types do not show up in the documentation generated by Swift-DocC.
Even though the added functions make sense in an extension context, they are of no use if no one knows they exist.
They also make sense as free functions and should be rewritten as such.

  • Quantile
  • Sum
  • Range
  • Variance
  • Standard Deviation
  • Rank
  • Mean
  • Median
  • Mode
  • Covariance
  • Correlation

Add a distribution protocol

This protocol should be designed to encompass the commonalities between different distributions and lay the foundation for future functionality in both descriptive and inferential statistics.

Add logarithmic output for distributions

Distributions should be able to output logarithmic values if needed.
Use cases include, for example, increasing numerical stability when chaining multiple outputs together.

Add geometric mean

The arithmetic mean should be available on all collections where the random variable under study conforms to ConvertibleToDouble.

Add a range method to Sequence

Developers should be able to calculate the range of a variable in a data set. The statistic should be made available through the Sequence protocol.

Add Pearson Correlation Coefficient

Collections with ConvertibleToReal components should be able to calculate the Pearson Correlation Coefficient for two arbitrary components.

Expand domain of Beta and Gamma functions

Both the Beta and the Gamma function will need to accept real valued numbers before the Beta and Gamma distributions can be implemented in a satisfactory manner.

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