linreg-core 0.8.1

Lightweight regression library (OLS, Ridge, Lasso, Elastic Net, WLS, LOESS, Polynomial) with 14 diagnostic tests, cross validation, and prediction intervals. Pure Rust - no external math dependencies. WASM, Python, FFI, and Excel XLL bindings.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
// ============================================================================
// LOESS Tests
// ============================================================================
//
// Comprehensive unit tests for LOESS (Locally Estimated Scatterplot Smoothing)

use linreg_core::loess::{loess_fit, LoessOptions};

/// Helper: Generate simple linear data (y = 2x + 1)
fn simple_linear_data() -> (Vec<f64>, Vec<Vec<f64>>) {
    let x = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0];
    let y: Vec<f64> = x.iter().map(|xi| 2.0 * xi + 1.0).collect();
    (y, vec![x])
}

/// Helper: Generate sinusoid data for testing non-linear smoothing
fn sinusoid_data() -> (Vec<f64>, Vec<Vec<f64>>) {
    let x: Vec<f64> = (0..=100).map(|i| i as f64 * 0.1).collect();
    let y: Vec<f64> = x.iter().map(|xi| (xi).sin()).collect();
    (y, vec![x])
}

/// Helper: Generate quadratic data (y = x² - 3x + 2)
fn quadratic_data() -> (Vec<f64>, Vec<Vec<f64>>) {
    let x = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0];
    let y: Vec<f64> = x.iter().map(|xi| xi * xi - 3.0 * xi + 2.0).collect();
    (y, vec![x])
}

/// Helper: Generate data with multiple predictors
fn multiple_predictor_data() -> (Vec<f64>, Vec<Vec<f64>>) {
    let x1 = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0];
    let x2 = vec![5.0, 3.0, 8.0, 2.0, 7.0, 1.0, 6.0, 4.0, 9.0, 0.0];
    let y: Vec<f64> = x1.iter().zip(x2.iter()).map(|(&a, &b)| a + b).collect();
    (y, vec![x1, x2])
}

/// Helper: Generate small dataset for edge case testing
fn small_data() -> (Vec<f64>, Vec<Vec<f64>>) {
    let x = vec![0.0, 1.0, 2.0, 3.0, 4.0];
    let y = vec![1.0, 3.0, 5.0, 7.0, 9.0];
    (y, vec![x])
}

#[test]
fn test_loess_basic() {
    let (y, x) = simple_linear_data();
    let options = LoessOptions::default();

    let result = loess_fit(&y, &x, &options);

    assert!(result.is_ok());
    let fit = result.unwrap();
    assert_eq!(fit.fitted.len(), y.len());
    assert_eq!(fit.span, 0.75);
    assert_eq!(fit.degree, 1);
}

#[test]
fn test_loess_different_spans() {
    let (y, x) = sinusoid_data();

    // Small span = wiggly (more local)
    let options_small = LoessOptions {
        span: 0.25,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 1,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let result_small = loess_fit(&y, &x, &options_small).unwrap();

    // Medium span
    let options_medium = LoessOptions {
        span: 0.5,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 1,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let result_medium = loess_fit(&y, &x, &options_medium).unwrap();

    // Large span = smooth (more global)
    let options_large = LoessOptions {
        span: 0.75,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 1,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let result_large = loess_fit(&y, &x, &options_large).unwrap();

    // Full span = very smooth
    let options_full = LoessOptions {
        span: 1.0,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 1,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let result_full = loess_fit(&y, &x, &options_full).unwrap();

    // All should produce valid fits
    assert_eq!(result_small.fitted.len(), y.len());
    assert_eq!(result_medium.fitted.len(), y.len());
    assert_eq!(result_large.fitted.len(), y.len());
    assert_eq!(result_full.fitted.len(), y.len());

    // Verify span values are stored correctly
    assert_eq!(result_small.span, 0.25);
    assert_eq!(result_medium.span, 0.5);
    assert_eq!(result_large.span, 0.75);
    assert_eq!(result_full.span, 1.0);
}

#[test]
fn test_loess_multiple_predictors() {
    let (y, x) = multiple_predictor_data();

    let options = LoessOptions {
        span: 0.75,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 2,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };

    let result = loess_fit(&y, &x, &options);

    assert!(result.is_ok());
    let fit = result.unwrap();
    assert_eq!(fit.fitted.len(), y.len());

    // All fitted values should be finite
    for &val in &fit.fitted {
        assert!(val.is_finite());
    }
}

#[test]
fn test_loess_quadratic_degree() {
    let (y, x) = quadratic_data();

    // Linear fit
    let options_linear = LoessOptions {
        span: 0.75,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 1,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let result_linear = loess_fit(&y, &x, &options_linear).unwrap();

    // Quadratic fit
    let options_quadratic = LoessOptions {
        span: 0.75,
        degree: 2,
        robust_iterations: 0,
        n_predictors: 1,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let result_quadratic = loess_fit(&y, &x, &options_quadratic).unwrap();

    // Both should produce valid fits
    assert_eq!(result_linear.degree, 1);
    assert_eq!(result_quadratic.degree, 2);

    // Quadratic should fit the parabola better than linear
    // Compare mean absolute error for interior points
    let mae_linear: f64 = result_linear.fitted[3..8]
        .iter()
        .zip(&y[3..8])
        .map(|(&f, &t)| (f - t).abs())
        .sum::<f64>()
        / 5.0;

    let mae_quadratic: f64 = result_quadratic.fitted[3..8]
        .iter()
        .zip(&y[3..8])
        .map(|(&f, &t)| (f - t).abs())
        .sum::<f64>()
        / 5.0;

    // Quadratic should have lower error for this quadratic data
    assert!(mae_quadratic < mae_linear);
}

#[test]
fn test_loess_edge_cases() {
    // Test with small data
    let (y, x) = small_data();
    let options = LoessOptions::default();

    let result = loess_fit(&y, &x, &options);
    if let Err(e) = &result {
        eprintln!("Error fitting LOESS with small data: {:?}", e);
    }
    assert!(result.is_ok(), "LOESS fit with small data should succeed");
    let fit = result.unwrap();
    assert_eq!(fit.fitted.len(), y.len());
}

#[test]
fn test_loess_insufficient_data() {
    // Test with only 1 point (n=1) - should fail
    let x = vec![0.0];
    let y = vec![0.0];

    let options = LoessOptions::default();
    let result = loess_fit(&y, &[x], &options);

    assert!(result.is_err());
}

#[test]
fn test_loess_invalid_span() {
    let (y, x) = simple_linear_data();

    // Span > 1.0 is invalid
    let options_high = LoessOptions {
        span: 1.5,
        ..Default::default()
    };
    assert!(loess_fit(&y, &x, &options_high).is_err());

    // Span = 0.0 is invalid
    let options_zero = LoessOptions {
        span: 0.0,
        ..Default::default()
    };
    assert!(loess_fit(&y, &x, &options_zero).is_err());

    // Negative span is invalid
    let options_neg = LoessOptions {
        span: -0.1,
        ..Default::default()
    };
    assert!(loess_fit(&y, &x, &options_neg).is_err());
}

#[test]
fn test_loess_invalid_degree() {
    let (y, x) = simple_linear_data();

    // Degree > 2 is invalid
    let options_3 = LoessOptions {
        degree: 3,
        ..Default::default()
    };
    assert!(loess_fit(&y, &x, &options_3).is_err());

    // Degree 0 is now valid (constant model)
    let options_0 = LoessOptions {
        degree: 0,
        ..Default::default()
    };
    assert!(loess_fit(&y, &x, &options_0).is_ok());
}

#[test]
fn test_loess_dimension_mismatch() {
    let x1 = vec![0.0, 1.0, 2.0, 3.0];
    let x2 = vec![0.0, 1.0, 2.0]; // Wrong length!
    let y = vec![0.0, 1.0, 2.0, 3.0];

    let options = LoessOptions::default();
    let result = loess_fit(&y, &[x1, x2], &options);

    assert!(result.is_err());
}

#[test]
fn test_loess_empty_predictors() {
    let y = vec![1.0, 2.0, 3.0];

    let options = LoessOptions::default();
    let result = loess_fit(&y, &[], &options);

    assert!(result.is_err());
}

#[test]
fn test_loess_prediction() {
    let (train_y, train_x) = simple_linear_data();
    let options = LoessOptions::default();
    let fit = loess_fit(&train_y, &train_x, &options).unwrap();

    // Predict at new points
    let new_x = vec![1.5, 3.5, 5.5, 7.5];
    let predictions = fit.predict(&[new_x], &train_x, &train_y, &options).unwrap();

    assert_eq!(predictions.len(), 4);

    // Predictions should be close to true values: y = 2*x + 1
    // Expected: [4.0, 8.0, 12.0, 16.0]
    assert!((predictions[0] - 4.0).abs() < 1.0);
    assert!((predictions[1] - 8.0).abs() < 1.0);
    assert!((predictions[2] - 12.0).abs() < 1.0);
    assert!((predictions[3] - 16.0).abs() < 1.0);
}

#[test]
fn test_loess_prediction_span_mismatch() {
    let (train_y, train_x) = simple_linear_data();

    let fit_options = LoessOptions {
        span: 0.75,
        ..Default::default()
    };
    let fit = loess_fit(&train_y, &train_x, &fit_options).unwrap();

    // Try to predict with different span
    let predict_options = LoessOptions {
        span: 0.5,
        ..Default::default()
    };

    let new_x = vec![2.5];
    let result = fit.predict(&[new_x], &train_x, &train_y, &predict_options);

    assert!(result.is_err());
}

#[test]
fn test_loess_prediction_degree_mismatch() {
    let (train_y, train_x) = simple_linear_data();

    let fit_options = LoessOptions {
        degree: 1,
        ..Default::default()
    };
    let fit = loess_fit(&train_y, &train_x, &fit_options).unwrap();

    // Try to predict with different degree
    let predict_options = LoessOptions {
        degree: 2,
        ..Default::default()
    };

    let new_x = vec![2.5];
    let result = fit.predict(&[new_x], &train_x, &train_y, &predict_options);

    assert!(result.is_err());
}

#[test]
fn test_loess_prediction_multiple_predictors() {
    let (train_y, train_x) = multiple_predictor_data();

    let options = LoessOptions {
        span: 0.75,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 2,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };
    let fit = loess_fit(&train_y, &train_x, &options).unwrap();

    // Predict at new points
    let new_x1 = vec![2.5, 5.5];
    let new_x2 = vec![4.0, 3.0];
    let predictions = fit
        .predict(&[new_x1, new_x2], &train_x, &train_y, &options)
        .unwrap();

    assert_eq!(predictions.len(), 2);
    assert!(predictions[0].is_finite());
    assert!(predictions[1].is_finite());
}

#[test]
fn test_loess_prediction_empty() {
    let (train_y, train_x) = simple_linear_data();
    let options = LoessOptions::default();
    let fit = loess_fit(&train_y, &train_x, &options).unwrap();

    // Empty prediction should return empty vector
    let new_x: Vec<f64> = vec![];
    let predictions = fit.predict(&[new_x], &train_x, &train_y, &options).unwrap();

    assert!(predictions.is_empty());
}

#[test]
fn test_loess_extrapolation() {
    let train_x = vec![2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0];
    let train_y: Vec<f64> = train_x.iter().map(|&xi| 2.0 * xi + 1.0).collect();

    let options = LoessOptions {
        span: 0.75,
        ..Default::default()
    };
    let fit = loess_fit(&train_y, &[train_x.clone()], &options).unwrap();

    // Predict outside training range
    let new_x = vec![0.5, 9.5]; // Below and above training range
    let predictions = fit.predict(&[new_x], &[train_x], &train_y, &options).unwrap();

    assert_eq!(predictions.len(), 2);
    // Extrapolation should still produce finite values
    assert!(predictions[0].is_finite());
    assert!(predictions[1].is_finite());
}

#[test]
fn test_loess_constant_y() {
    // Test with constant response variable
    let x = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0];
    let y = vec![5.0; 10];

    let options = LoessOptions::default();
    let result = loess_fit(&y, &[x.clone()], &options);

    assert!(result.is_ok());
    let fit = result.unwrap();
    assert_eq!(fit.fitted.len(), 10);

    // All fitted values should be close to 5.0
    for &val in &fit.fitted {
        assert!((val - 5.0).abs() < 1.0);
    }
}

#[test]
fn test_loess_monotonic_data() {
    // Test with strictly monotonic data
    let x = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0];
    let y: Vec<f64> = x.iter().map(|&xi| xi * xi * xi).collect();

    let options = LoessOptions {
        span: 0.75,
        ..Default::default()
    };
    let result = loess_fit(&y, &[x], &options);

    assert!(result.is_ok());
    let fit = result.unwrap();

    // Fitted values should generally follow the trend
    // (interior points should be reasonably close)
    for i in 3..7 {
        assert!((fit.fitted[i] - y[i]).abs() < 50.0);
    }
}

#[test]
fn test_loess_with_noise() {
    // Test with noisy data
    let x: Vec<f64> = (0..=50).map(|i| i as f64 * 0.2).collect();
    // Use deterministic "noise" instead of random for reproducibility
    let y: Vec<f64> = x
        .iter()
        .enumerate()
        .map(|(i, &xi)| xi.sin() + ((i as f64 * 0.1).sin() * 0.1))
        .collect();

    let options = LoessOptions::default();
    let result = loess_fit(&y, &[x.clone()], &options);

    assert!(result.is_ok());
    let fit = result.unwrap();

    // Fitted values should smooth the noise
    // Check that fitted values are within reasonable bounds
    for &val in &fit.fitted {
        assert!(val > -2.0 && val < 2.0);
    }
}

#[test]
fn test_loess_options_clone() {
    let options = LoessOptions {
        span: 0.5,
        degree: 2,
        robust_iterations: 0,
        n_predictors: 3,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };

    let cloned = options.clone();
    assert_eq!(options.span, cloned.span);
    assert_eq!(options.degree, cloned.degree);
    assert_eq!(options.n_predictors, cloned.n_predictors);
}

#[test]
fn test_loess_fit_clone() {
    let (y, x) = simple_linear_data();
    let options = LoessOptions::default();
    let fit = loess_fit(&y, &x, &options).unwrap();

    let cloned = fit.clone();
    assert_eq!(fit.fitted.len(), cloned.fitted.len());
    assert_eq!(fit.span, cloned.span);
    assert_eq!(fit.degree, cloned.degree);
}

#[test]
fn test_loess_three_predictors() {
    // Test with 3 predictors - ensure they're not collinear
    let x1 = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0];
    let x2 = vec![5.0, 3.0, 8.0, 2.0, 7.0, 1.0, 6.0, 4.0, 9.0, 0.0, 5.5];
    let x3 = vec![2.0, 7.0, 1.0, 8.0, 0.5, 9.0, 3.0, 6.0, 1.5, 8.5, 4.0];
    let y: Vec<f64> = x1
        .iter()
        .zip(x2.iter())
        .zip(x3.iter())
        .map(|((&a, &b), &c)| a + 0.5 * b - 0.3 * c)
        .collect();

    let options = LoessOptions {
        span: 0.75,
        degree: 1,
        robust_iterations: 0,
        n_predictors: 3,
        surface: linreg_core::loess::types::LoessSurface::Direct,
    };

    let result = loess_fit(&y, &[x1, x2, x3], &options);

    if let Err(e) = &result {
        eprintln!("Error fitting LOESS with 3 predictors: {:?}", e);
    }
    assert!(result.is_ok(), "LOESS fit with 3 predictors should succeed");
    let fit = result.unwrap();
    assert_eq!(fit.fitted.len(), y.len());

    // All fitted values should be finite
    for &val in &fit.fitted {
        assert!(val.is_finite());
    }
}