regression-diagnostics 0.2.0

Statistical diagnostics for OLS regression in Rust: VIF, condition number, adjusted R2, F/AIC/BIC, residual tests (Durbin-Watson, Breusch-Pagan, White, Jarque-Bera), influence measures (leverage, Cook's distance, DFFITS), QQ-plot data, and an R/statsmodels-style summary().
Documentation
//! Influence diagnostics: which individual observations disproportionately move
//! the fit.
//!
//! This is a genuinely different question from "is the overall fit good"
//! ([`crate::fit_statistics`]) or "are the residual assumptions met"
//! ([`crate::residuals`]). An observation can have an unremarkable residual yet
//! bend the whole regression line toward itself.
//!
//! * [`leverage`] — unusualness of an observation's *predictor* values alone.
//! * [`cooks_distance`] — leverage **and** residual size combined into one
//!   overall influence measure.
//! * [`dffits`] — how much the fitted value for an observation moves when that
//!   observation is dropped.
//!
//! ## Threshold guidance (convention, not mathematical fact)
//!
//! * Leverage `hᵢ > 2p/n` (some use `3p/n`) is often called high.
//! * Cook's distance `Dᵢ > 4/n` is a commonly cited flag.
//! * `|DFFITSᵢ| > 2·√(p/n)` is a commonly cited flag.
//!
//! These vary by source; treat them as convention.

mod cooks_distance;
mod dffits;
mod leverage;

pub use cooks_distance::cooks_distance;
pub use dffits::dffits;
pub use leverage::leverage;