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
{
  "test_name": "White Test (Python - statsmodels)",
  "dataset": "synthetic_nonlinear",
  "formula": "x ~ y",
  "statistic": 13.295043664288652,
  "p_value": 0.0012972328862357917,
  "passed": false,
  "f_statistic": 7.436825355419973,
  "f_p_value": 0.000988849748350496,
  "description": "Tests for heteroscedasticity using squares and cross-products of predictors. Uses statsmodels.stats.diagnostic.het_white."
}