The Overview [1] and About [2] pages provide the best background to the project. Also see Tierney's paper, Back to the Future: Lisp as a Base for a Statistical Computing System [3]
Although inspired by Tierney's XLisp-Stat, this is a reboot in Common Lisp. XLisp-Stat code is unlikely to run except in trivial cases, but existing XLisp-Stat libraries can be ported with the assistance of the XLS-Compat [4] system. One of the goals was to make porting easier so as to have a ready-made eco-system of sorts. To that end I've also collected all the XLS code that is still readily available and put that on github. A summary of what's there is available on the website [5].
In developing the system, I wanted to avoid the 'lisp curse' [6] and picked existing libraries where possible, developed what didn't exist, and documented them all in an attempt to make the learning curve somewhat less steep. It's now to the point where I can use it in my own work and thought the broader CL community might find it useful.
[1] https://lisp-stat.dev/docs/overview/
[2] https://lisp-stat.dev/about
[3] https://www.stat.auckland.ac.nz/~ihaka/downloads/Compstat-20...
[4] https://github.com/Lisp-Stat/XLS-compat
[5] https://lisp-stat.dev/docs/contributing/xlisp/
[6] http://www.winestockwebdesign.com/Essays/Lisp_Curse.html