You might want to check out dnAnalytics. Although it doesn't use the F# types, there is an F# front-end. If certain features aren't implemented, please file an issue and we'll try to implement it asap.
Cheers, Jurgen
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Hi,
I wonder if there is any library or anything that allows you to do stuff like taking inverse/psuedoinverse finding correlation between two vectors and other common statistical tasks on the "Math.matrix" type. Of-course one can write all these but it's time consuming, and sometimes not as accurate as you would expect them to be (like psuedoinverse involves SVD which is rather non-trivial).
Rohit