Hello  thirst of all  great idea, congratulations.
I'm developing data mining applications in vs. Time to time implement new ideas or looking for functions, which help me cutting time of my work. My first suggestion (yesterday I found your project and installed):
1. Poor documentation  it's a mistake.
User needs simply examples in code (c# and vb)  in basic task. On web, you given "calculators"  put this code to help. Easy and elegant.
Or I didn't find it?  in this case, somewhing wrong in help file.
2. What more in projects  don't know the target user of your interest, but you should thing, in my opinion, about the "most necceseries" proc to work (time consumption in implementation):
 simply implementation: distributions fit test (from  Roystone algorithm, Cramer von Misses, simply pp and qq proc etc to  ln Maxlikelihood proc to find distribution etc.) ANOVA,
 basic time sersie funct.  acf, pacf, aicc, bicc crit, arima etc.,
 basic eksploration and nonlinear models (pca, fa, logistic regres etc.),
 models (correspondence analysis, glm, grz, grm etc.).
I's my 'first look of your very good work and first impression is good, but this doc and samples...
