linregress

A Rust library providing an easy to use implementation of ordinary least squared linear regression with some basic statistics.

Documentation

Full API documentation

License

This project is licensed under the MIT License. See LICENSE-MIT for details.

Third party software

The special functions module contains functions that are based on the C implementation in the Cephes library. They are considered a derivative of the Cephes library that is compatibly licensed. See LICENSE-THIRD-PARTY for details.

Example

use linregress::FormulaRegressionBuilder;

let y = vec![1.,2. ,3. , 4., 5.];
let x1 = vec![5., 4., 3., 2., 1.];
let x2 = vec![729.53, 439.0367, 42.054, 1., 0.];
let x3 = vec![258.589, 616.297, 215.061, 498.361, 0.];
let data = vec![("Y", y), ("X1", x1), ("X2", x2), ("X3", x3)];
let formula = "Y ~ X1 + X2 + X3";
let model = FormulaRegressionBuilder::new()
  .data(data)
  .formula(formula)
  .fit()?;
let parameters = model.parameters;
let standard_errors = model.se;
let pvalues = model.pvalues;
assert_eq!(
  parameters.pairs(),
  vec![
      ("X1".to_string(), -0.9999999999999745),
      ("X2".to_string(), 0.00000000000000005637851296924623),
      ("X3".to_string(), 0.00000000000000008283304597789254),
  ]
);
assert_eq!(
  standard_errors.pairs(),
  vec![
      ("X1".to_string(), 0.00000000000019226371555402852),
      ("X2".to_string(), 0.0000000000000008718958950659518),
      ("X3".to_string(), 0.0000000000000005323837152041135),
  ]
);
assert_eq!(
  pvalues.pairs(),
  vec![
      ("X1".to_string(), 0.00000000000012239888283055414),
      ("X2".to_string(), 0.9588921357097694),
      ("X3".to_string(), 0.9017368322742073),
  ]
);