inferust 0.1.22

Statistical modeling for Rust - OLS/WLS regression, GLM, survival analysis, ARIMA/VAR, nonparametric tests, and more. A statsmodels-style library.
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//! Parity tests for robust linear regression against statsmodels RLM.

mod common;

use common::{as_f64_vec, assert_parity, check_vec, load_fixture, xy};
use inferust::robust::RobustLinearModel;

#[test]
fn parity_robust_small() {
    let fx = load_fixture("robust_small");
    let (x, y) = xy(&fx);
    let k = x[0].len();
    let result = RobustLinearModel::new()
        .with_feature_names((1..=k).map(|i| format!("x{i}")).collect())
        .max_iter(50)
        .fit(&x, &y)
        .expect("Robust LM fit failed");

    assert_parity(
        "robust_small",
        vec![check_vec(
            "params",
            &result.fit.coefficients,
            &as_f64_vec(&fx["params"]),
            1e-4,
        )],
    );
}