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 
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{
  "housing_regression": {
    "coefficients": [
      52.12713334289667,
      0.16138771858681178,
      0.9545492488894365,
      -1.1811814559991076
    ],
    "std_errors": [
      31.182018087220143,
      0.018750723696071146,
      10.444001984299023,
      0.7321994916322931
    ],
    "t_stats": [
      1.6717049293310755,
      8.607012785358652,
      0.09139688505655752,
      -1.6131962252061913
    ],
    "p_values": [
      0.10941846126909643,
      2.500226555831545e-08,
      0.9280434643015469,
      0.12162935024292175
    ],
    "r_squared": 0.9826995081429584,
    "adj_r_squared": 0.9802280093062381,
    "f_statistic": 397.6127738935287,
    "f_p_value": 1.1864270353982684e-18,
    "mse": 206.27143593006943,
    "std_error": 14.362152900246866,
    "log_likelihood": -99.90895788576223,
    "aic": 207.81791577152447,
    "bic": 212.69341907099727,
    "conf_int_lower": [
      -12.719423177835253,
      0.12239345398979887,
      -20.76494187202217,
      -2.7038736559001935
    ],
    "conf_int_upper": [
      116.97368986362859,
      0.2003819831838247,
      22.67404036980104,
      0.341510743901978
    ],
    "residuals": [
      14.561678446247527,
      -21.831409234724504,
      20.574971901830963,
      -11.769947666807127,
      -0.6535213924491927,
      -8.3465900400887,
      -18.439093166186353,
      5.876871281581373,
      -16.90293497377695,
      -14.91224656581062,
      38.34523313855698,
      4.050265111167107,
      3.8357071532572604,
      9.064181414204882,
      0.6926556751524799,
      3.1732335429446152,
      10.404088043565423,
      -9.18197662006429,
      -3.850869659512341,
      8.765186453237277,
      -10.882981659096657,
      -3.8569066711548317,
      6.925558320503228,
      -7.96292464946481,
      2.321771816886894
    ],
    "standardized_residuals": [
      1.130934603636048,
      -1.6653548974100458,
      1.5261119273997406,
      -0.9365855617299229,
      -0.05124777056127081,
      -0.6227162790860573,
      -1.4163059297068457,
      0.49525498532909923,
      -1.22187388101162,
      -1.1606897145847064,
      2.8241020805962638,
      0.31344587862378476,
      0.280973071413946,
      0.6469999631086889,
      0.05209474239754397,
      0.24899816953340737,
      0.7636517283337491,
      -0.6865484030769028,
      -0.2955762564107676,
      0.6375468858561683,
      -0.810013253533439,
      -0.2859457046537282,
      0.6086890140572256,
      -0.6130613665799902,
      0.16917254828562808
    ],
    "vif": [
      {
        "variable": "Square_Feet",
        "vif": 12.827043445699648,
        "rsquared": 0.9220397120947418
      },
      {
        "variable": "Bedrooms",
        "vif": 10.872211938700248,
        "rsquared": 0.9080223963956733
      },
      {
        "variable": "Age",
        "vif": 5.437692550116403,
        "rsquared": 0.8160984662550307
      }
    ],
    "rainbow": {
      "statistic": 0.7343573460101387,
      "p_value": 0.70200077260032,
      "passed": true
    },
    "harvey_collier": {
      "statistic": 0.24985955394140968,
      "p_value": 0.8051239093688172,
      "passed": true
    },
    "breusch_pagan": {
      "statistic": 0.9432509286035423,
      "p_value": 0.8149797783332838,
      "passed": true
    },
    "white": {
      "statistic": 4.76699784652459,
      "p_value": 0.8541282392860087,
      "passed": true
    },
    "jarque_bera": {
      "statistic": 3.1011255746729245,
      "p_value": 0.2121285569611854,
      "passed": true
    },
    "durbin_watson": {
      "statistic": 2.5824604506843767,
      "p_value": 0.0,
      "passed": false
    },
    "n": 25,
    "k": 3,
    "df": 21
  }
}