inferust

Statistical modeling for Rust — a statsmodels-inspired library.

inferust fills the gap between Python's statsmodels / scipy.stats and the Rust ecosystem. It gives you regression summaries, hypothesis tests, descriptive stats, and correlation matrices with the same depth of output you'd expect from Python — p-values, confidence intervals, AIC/BIC, significance stars, and all.

Features

Installation

Add to your Cargo.toml:

[dependencies]
inferust = "0.1"

Quick start

OLS Regression

use inferust::regression::Ols;

let x = vec![
    vec![2.0, 3.1],
    vec![5.0, 3.7],
    vec![8.0, 3.5],
    vec![11.0, 3.6],
];
let y = vec![55.0, 70.0, 80.0, 90.0];

let result = Ols::new()
    .with_feature_names(vec!["hours_studied".into(), "prior_gpa".into()])
    .fit(&x, &y)
    .unwrap();

result.print_summary();

Output:

═══════════════════════════════════════════════════════════════════
                     OLS Regression Results
═══════════════════════════════════════════════════════════════════
 Dep. variable: y          Observations  : 4
 R²           : 0.998102   Adj. R²       : 0.994305
 F-statistic  : 262.7732   F p-value     : 0.039405
 AIC          : 14.7316    BIC           : 12.0167
───────────────────────────────────────────────────────────────────
Variable               Coef       Std Err         t      P>|t|
───────────────────────────────────────────────────────────────────
const              -5.654762    5.033740    -1.1234   0.460565
hours_studied       4.130952    0.177951    23.2141   0.027430  *
prior_gpa           8.166667    1.490421     5.4793   0.115581
───────────────────────────────────────────────────────────────────
 Significance codes:  *** p<0.001  ** p<0.01  * p<0.05  . p<0.1
═══════════════════════════════════════════════════════════════════

The printed OLS/WLS summary also includes statsmodels-style residual diagnostics out of the box: Durbin-Watson, Jarque-Bera with Prob(JB), residual skewness, kurtosis, and the design-matrix condition number.

Formula-based fitting

use inferust::data::DataFrame;

let frame = DataFrame::new()
    .with_column("hours", vec![2.0, 5.0, 8.0, 11.0]).unwrap()
    .with_column("gpa", vec![3.1, 3.7, 3.5, 3.6]).unwrap()
    .with_column("score", vec![55.0, 70.0, 80.0, 90.0]).unwrap();

let result = frame.ols("score ~ hours + gpa").unwrap();

Formula support includes numeric response ~ x1 + x2 terms, plus treatment dummy expansion for numeric-coded categorical columns via design_matrices_with_categorical and ols_with_categorical. Intercepts are handled by the model builders.

Weighted least squares

use inferust::regression::Wls;

let weights = vec![1.0, 0.8, 1.2, 1.5];
let result = Wls::new()
    .with_feature_names(vec!["hours_studied".into(), "prior_gpa".into()])
    .fit(&x, &y, &weights)
    .unwrap();

result.print_summary();

GLS and rolling regression

use inferust::regression::{Fgls, RollingOls};

let fgls = Fgls::new()
    .with_feature_names(vec!["x".into()])
    .fit(&x, &y)
    .unwrap();

let rolling = RollingOls::new(12).fit(&x, &y).unwrap();
let slopes = rolling.slopes();

Logistic regression

use inferust::glm::Logistic;

let result = Logistic::new()
    .with_feature_names(vec!["x1".into(), "x2".into()])
    .fit(&x, &binary_y)
    .unwrap();

let probabilities = result.predict_proba(&x);
let intervals = result.confidence_intervals(0.05).unwrap();
let odds_ratios = result.odds_ratios();
let marginal_effects = result.average_marginal_effects();
let marginal_effect_table = result.average_marginal_effects_summary(0.05).unwrap();
let residuals = result.residuals();
let metrics = result.classification_metrics(0.5).unwrap();
let lr_test = result.likelihood_ratio_test().unwrap();

You can also use DataFrame::logistic("clicked ~ visits + age") for formula-based fitting. Logistic results expose fitted probabilities, covariance estimates, response/Pearson/deviance residuals, likelihood-ratio tests, classification metrics, and post-estimation helpers designed to mirror common statsmodels.Logit workflows.

Poisson regression

use inferust::glm::Poisson;

let result = Poisson::new()
    .with_feature_names(vec!["exposure".into(), "age".into()])
    .fit(&x, &counts)
    .unwrap();

let expected_counts = result.predict(&x);
let intervals = result.confidence_intervals(0.05).unwrap();
let mean_intervals = result.fitted_mean_intervals(0.05).unwrap();
let residuals = result.residuals();
let incidence_rate_ratios = result.incidence_rate_ratios();
let lr_test = result.likelihood_ratio_test().unwrap();

Poisson results include covariance estimates, fitted values, response/Pearson/deviance residuals, log-likelihood, null log-likelihood, pseudo-R², deviance, null deviance, Pearson chi-square, AIC, BIC, likelihood-ratio tests, and response-scale mean intervals. DataFrame::poisson("count ~ exposure + age") provides formula-based fitting.

Hypothesis tests

use inferust::hypothesis::{ttest, anova, chisq};

// Paired t-test
let before = vec![72.0, 68.0, 75.0, 80.0, 65.0];
let after  = vec![78.0, 74.0, 80.0, 85.0, 72.0];
ttest::paired(&before, &after).unwrap().print();

// Two-sample Welch t-test
ttest::two_sample(&group_a, &group_b).unwrap().print();

// One-way ANOVA
anova::one_way(&[&group1, &group2, &group3]).unwrap().print();

// Chi-squared goodness-of-fit
chisq::goodness_of_fit(&observed, None).unwrap().print();

// Chi-squared test of independence
chisq::independence(&contingency_table).unwrap().print();

Descriptive statistics

use inferust::descriptive::Summary;

let data = vec![4.2, 7.8, 5.1, 9.3, 3.6, 8.4];
Summary::new(&data).unwrap().print();
// ─────────────────────────────
//  n          : 6
//  mean       : 6.400000
//  std        : 2.282176
//  min        : 3.600000
//  25%        : 4.575000
//  50%        : 6.150000
//  75%        : 8.250000
//  max        : 9.300000
//  skewness   : -0.058732
//  kurtosis   : -1.504070
// ─────────────────────────────

Correlation

use inferust::correlation;

let r = correlation::pearson(&x, &y).unwrap();
let rs = correlation::spearman(&x, &y).unwrap();

let matrix = correlation::correlation_matrix(&[hours, gpa, scores]).unwrap();
correlation::print_correlation_matrix(&matrix, &["hours", "gpa", "scores"]);

Time series and graphics

use inferust::graphics::{acf_plot_svg, PlotOptions};
use inferust::time_series::{acf, Sarima, Varmax};

let sarima = Sarima::new(1, 1, 1, 1, 1, 0, 12).fit(&series).unwrap();
let forecast = sarima.forecast(&series, 6).unwrap();

let acf_values = acf(&series, 24).unwrap();
let svg = acf_plot_svg(&acf_values, PlotOptions::default()).unwrap();

OLS builder options

use inferust::regression::{Ols, OlsCovariance, OlsSolver};

let result = Ols::new()                         // intercept on by default
    .with_feature_names(vec!["x1".into()])        // label columns
    .with_solver(OlsSolver::Cholesky)             // default fast path
    .with_covariance(OlsCovariance::Hc1)          // robust standard errors
    .fit(&x, &y)
    .unwrap();

let intervals = result.confidence_intervals(0.05).unwrap();
let influence = result.influence();
let diagnostics = result.diagnostics().unwrap();
let cooks_distance = influence.cooks_distance;
let durbin_watson = diagnostics.durbin_watson;

Ols::new()
    .stable()                                    // SVD solver for tougher designs
    .robust()                                    // shorthand for HC1 covariance
    .fit(&x, &y)
    .unwrap();

OlsResult also exposes .predict(&x) for out-of-sample predictions and all raw fields (coefficients, residuals, r_squared, p_values, etc.) for programmatic use.

Solver strategy

inferust defaults to a Cholesky solve of the normal system for full-rank, well-conditioned OLS problems. This avoids the extra work of forming a full inverse for coefficient estimation and is the fastest path for typical dense data.

For tougher or poorly conditioned designs, call .stable() or .with_solver(OlsSolver::Svd) to use the SVD path. For heteroskedasticity-consistent inference, use .with_covariance(OlsCovariance::Hc0), .Hc1, .Hc2, .Hc3, or the .robust() HC1 shorthand. The test suite includes statsmodels-derived reference values for coefficients, classical and robust standard errors, t/z statistics, p-values, confidence intervals, leverage, internally studentized residuals, Cook's distance, DFFITS, Durbin-Watson, Jarque-Bera, residual skew/kurtosis, condition number, R², F-statistics, AIC, and BIC.

Changelog

Release history is tracked in CHANGELOG.md, with an Unreleased section reserved for the next version before publication.

Benchmarks

The repository includes reproducible OLS benchmark scripts for comparing inferust with Python statsmodels on deterministic synthetic data. Build and run the Rust benchmark in release mode:

cargo run --release --example bench_ols -- --rows 10000 --features 8 --repeats 10 --warmups 2
cargo run --release --example bench_ols -- --solver svd --rows 10000 --features 8 --repeats 10 --warmups 2

Additional examples:

cargo run --example diagnostics
cargo run --example discrete_models

Run the Python comparison after installing numpy, scipy, and statsmodels:

python scripts/bench_statsmodels.py --rows 10000 --features 8 --repeats 10 --warmups 2

On the current local benchmark machine, the 10,000 row × 8 feature case measured approximately:

Benchmark results vary by machine and BLAS/LAPACK configuration, so treat these as a local smoke test rather than a universal claim. The checksum printed by each script is useful for confirming both implementations fit equivalent data.

Error handling

All fallible functions return inferust::Result<T> (an alias for Result<T, InferustError>):

use inferust::InferustError;

match result {
    Err(InferustError::SingularMatrix)           => { /* perfect multicollinearity */ }
    Err(InferustError::InsufficientData { .. })  => { /* too few rows */ }
    Err(InferustError::DimensionMismatch { .. }) => { /* X rows ≠ y length */ }
    Err(InferustError::InvalidInput(msg))        => { /* other input problem */ }
    Ok(r) => { /* use result */ }
}

Dependencies

Roadmap

• Logistic regression (GLM with logit link)
• Ridge / Lasso regularization
• Durbin-Watson and Breusch-Pagan diagnostic tests
• Tukey HSD post-hoc test (after ANOVA)
• Time-series: ARIMA / ACF / PACF
• Weighted OLS

Contributions welcome — open an issue or PR!

License

MIT — see LICENSE.