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
{
  "test_name": "RESET Test (Python - statsmodels)",
  "dataset": "synthetic_small",
  "formula": "x ~ y",
  "statistic": 0.2527209485163238,
  "p_value": 0.7810729520862789,
  "passed": true,
  "power": [
    2,
    3
  ],
  "type": "fitted",
  "description": "Ramsey's RESET test for functional form misspecification. Tests whether powers of fitted values, regressors, or principal component significantly improve model fit."
}