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
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
//! Reference-dataset regression-test suite.
//!
//! The crate's entire value proposition is numerical correctness against
//! known-good statistical results, so these tests pin every statistic to
//! published `statsmodels` output (Longley) or to constructed datasets built to
//! trigger a specific condition (heteroskedasticity), plus explicit edge-case
//! behavior.

#[path = "reference_datasets/longley.rs"]
mod longley;

#[path = "reference_datasets/heteroskedastic.rs"]
mod heteroskedastic;

#[path = "reference_datasets/edge_cases.rs"]
mod edge_cases;