I think such libraries are high priority!
My own experience with them is not deep, but I'll echo what I
think is a common observation:
- Matrix libraries are good
- Statistics libs need more work
I would also be very excited about a solid statistics proposal. The
ticket Aleksey links to is a good start (as is the experience report
linked from there), although I think that it would be possible to
implement a core library with less type-trickery than he supposes.
Such an interface wouldn't necessarily be perfectly statically safe,
but other, tricker interfaces could be built on top of it (just as
we have fancier type-level interfaces with statically checked
dimensions on top of lower-level matrix libs, etc.). I envision a
set of tools that let users get up and running with loading a dump
of data and calculating a set of metrics on it with only a few
lines. It should be designed such that the basic framework is easily
extensible with various other analyses, and such that analyses
compose fairly straightforwardly. Which indeed amounts to some
Frame-type structure, and a core set of functions on it :-)