Expand description
A robust statistics library for regression analysis.
This library provides sklearn-style regression estimators with full statistical inference support including standard errors, t-statistics, p-values, and confidence intervals.
§Example
ⓘ
use statistics::prelude::*;
// Create and fit an OLS model
let fitted = OlsRegressor::builder()
.with_intercept(true)
.confidence_level(0.95)
.build()
.fit(&x, &y)?;
// Make predictions
let predictions = fitted.predict(&x_new);
// Access statistics
let stats = fitted.result();
println!("R² = {}", stats.r_squared);Re-exports§
pub use crate::core::BinomialFamily;pub use crate::core::BinomialLink;pub use crate::core::GlmFamily;pub use crate::core::IntervalType;pub use crate::core::LambdaScaling;pub use crate::core::NaAction;pub use crate::core::NaError;pub use crate::core::NaHandler;pub use crate::core::NaInfo;pub use crate::core::NegativeBinomialFamily;pub use crate::core::PoissonFamily;pub use crate::core::PoissonLink;pub use crate::core::PredictionResult;pub use crate::core::PredictionType;pub use crate::core::RegressionOptions;pub use crate::core::RegressionOptionsBuilder;pub use crate::core::RegressionResult;pub use crate::core::TweedieFamily;pub use crate::solvers::BinomialRegressor;pub use crate::solvers::FittedBinomial;pub use crate::solvers::FittedIsotonic;pub use crate::solvers::FittedNegativeBinomial;pub use crate::solvers::FittedPoisson;pub use crate::solvers::FittedQuantile;pub use crate::solvers::FittedRegressor;pub use crate::solvers::IsotonicRegressor;pub use crate::solvers::NegativeBinomialRegressor;pub use crate::solvers::OutOfBounds;pub use crate::solvers::PoissonRegressor;pub use crate::solvers::QuantileRegressor;pub use crate::solvers::Regressor;
Modules§
- core
- Core types for regression analysis.
- diagnostics
- Regression diagnostics (leverage, Cook’s distance, VIF, etc.).
- distributions
- Statistical distributions (t, F).
- inference
- Statistical inference (standard errors, p-values, confidence intervals).
- prelude
- Prelude module for convenient imports.
- solvers
- Regression solvers implementing various estimation methods.
- utils
- Utility functions and helpers.