solow-stats

Statistical diagnostics and hypothesis tests, validated against an authoritative reference implementation.

The crate provides the standard battery of regression-diagnostic and normality tests, simple weighted descriptive statistics, two-sample location tests, autocorrelation tests, and multiple-testing corrections. Every public quantity is cross-validated to tight tolerances against the reference (see tests/reference.rs).

use ndarray::array;
use solow_stats::durbin_watson;

let resid = array![0.1, -0.2, 0.05, 0.15, -0.1];
let dw = durbin_watson(&resid);
assert!((0.0..=4.0).contains(&dw));

Part of Solow — a complete statistical-modeling, econometrics & data-visualization toolkit for Rust. · Docs · License: BSD-3-Clause