ndarray-glm 0.0.1

Performs regression for general linear models on data stored in arrays using IRLS.
docs.rs failed to build ndarray-glm-0.0.1
Please check the build logs for more information.
See Builds for ideas on how to fix a failed build, or Metadata for how to configure docs.rs builds.
If you believe this is docs.rs' fault, open an issue.
Visit the last successful build: ndarray-glm-0.0.12

ndarray-glm

Rust library for solving linear, logistic, and generalized linear models through iteratively reweighted least squares, using the ndarray-linalg module.

Build Status

Status

This package is in early alpha and the interface is likely to undergo many changes.

Prerequisites

fortran and BLAS must be installed:

sudo apt update && sudo apt install gfortran libblas-dev

To use the OpenBLAS backend, install also libopenblas-dev and use this crate with the "openblas-src" feature.

Features

  • Linear regression
  • Logistic regression
  • Generalized linear model IRLS
  • L2 Regularization
  • Generic over floating point type
  • Implement other models
    • Poisson
    • Exponential
    • Gamma
    • Inverse Gaussian
    • ...

TODO

  • Linear offsets
  • Allow non-float domain types (use mapping function from domain for floating-point type)
  • Weighted regressions
    • Weight solve matrix
    • likelihood functions
    • tolerance for termination
  • Other regularization options
    • Separate scaling for constant term
  • Non-canonical link functions
  • Unit tests for correct convergence with linear offsets