fdars_core/scalar_on_function/mod.rs
1//! Scalar-on-function regression with mixed scalar/functional covariates.
2//!
3//! Implements models of the form:
4//! ```text
5//! y = α + ∫β(t)X(t)dt + γᵀz + ε
6//! ```
7//! where X(t) is a functional predictor, z is a vector of scalar covariates,
8//! β(t) is the functional coefficient, and γ is the vector of scalar coefficients.
9//!
10//! # Methods
11//!
12//! - [`fregre_lm`]: FPC-based functional linear model with optional scalar covariates
13//! - [`fregre_l1`]: L1 (median) robust functional regression via IRLS
14//! - [`fregre_huber`]: Huber M-estimation robust functional regression via IRLS
15//! - [`fregre_np_mixed`]: Nonparametric kernel regression with product kernels
16//! - [`functional_logistic`]: Logistic regression for binary outcomes
17//! - [`fregre_cv`]: Cross-validation for number of FPC components
18
19use crate::error::FdarError;
20use crate::linalg::cholesky_solve as linalg_cholesky_solve;
21use crate::matrix::FdMatrix;
22use crate::regression::{FpcaResult, PlsResult};
23
24mod bootstrap;
25mod cv;
26mod fregre_lm;
27mod glm;
28mod logistic;
29mod multi;
30mod nonparametric;
31mod pls;
32mod robust;
33#[cfg(test)]
34mod tests;
35
36// Re-export all public items from submodules
37pub use bootstrap::{bootstrap_ci_fregre_lm, bootstrap_ci_functional_logistic};
38pub use cv::{fregre_basis_cv, fregre_np_cv};
39pub use fregre_lm::{fregre_cv, fregre_lm, model_selection_ncomp, predict_fregre_lm};
40pub use glm::{functional_glm, predict_functional_glm};
41// GlmFamily and FunctionalGlmResult are defined in this module (mod.rs) and
42// exported from here directly — no glm:: re-export needed for those types.
43pub use logistic::{functional_logistic, predict_functional_logistic};
44pub use multi::{fregre_lm_multi, fregre_lm_multi_cv, predict_fregre_lm_multi, MultiCvResult};
45pub use nonparametric::{
46 fregre_np_from_distances, fregre_np_mixed, predict_fregre_np, predict_fregre_np_from_distances,
47};
48pub use pls::{fregre_pls, predict_fregre_pls};
49pub use robust::{fregre_huber, fregre_l1, predict_fregre_robust};
50
51// ---------------------------------------------------------------------------
52// Result types
53// ---------------------------------------------------------------------------
54
55/// Result of functional linear regression.
56#[derive(Debug, Clone, PartialEq)]
57#[non_exhaustive]
58pub struct FregreLmResult {
59 /// Intercept α
60 pub intercept: f64,
61 /// Functional coefficient β(t), evaluated on the original grid (length m)
62 pub beta_t: Vec<f64>,
63 /// Pointwise standard errors of β(t) (length m)
64 pub beta_se: Vec<f64>,
65 /// Scalar coefficients γ (one per scalar covariate)
66 pub gamma: Vec<f64>,
67 /// Fitted values ŷ (length n)
68 pub fitted_values: Vec<f64>,
69 /// Residuals y - ŷ (length n)
70 pub residuals: Vec<f64>,
71 /// R² statistic
72 pub r_squared: f64,
73 /// Adjusted R²
74 pub r_squared_adj: f64,
75 /// Standard errors of all coefficients (intercept, FPC scores, scalar covariates)
76 pub std_errors: Vec<f64>,
77 /// Number of FPC components used
78 pub ncomp: usize,
79 /// FPCA result (for projecting new data)
80 pub fpca: FpcaResult,
81 /// Regression coefficients on (FPC scores, scalar covariates) — internal
82 pub coefficients: Vec<f64>,
83 /// Residual standard error
84 pub residual_se: f64,
85 /// GCV criterion value (if computed)
86 pub gcv: f64,
87 /// Akaike Information Criterion
88 pub aic: f64,
89 /// Bayesian Information Criterion
90 pub bic: f64,
91}
92
93/// Result of nonparametric functional regression with mixed predictors.
94#[derive(Debug, Clone, PartialEq)]
95#[non_exhaustive]
96pub struct FregreNpResult {
97 /// Fitted values ŷ (length n)
98 pub fitted_values: Vec<f64>,
99 /// Residuals y - ŷ (length n)
100 pub residuals: Vec<f64>,
101 /// R² statistic
102 pub r_squared: f64,
103 /// Bandwidth for functional distance kernel
104 pub h_func: f64,
105 /// Bandwidth for scalar covariates kernel
106 pub h_scalar: f64,
107 /// Leave-one-out CV error
108 pub cv_error: f64,
109}
110
111/// Result of robust (L1 or Huber) functional regression.
112#[derive(Debug, Clone, PartialEq)]
113#[non_exhaustive]
114pub struct FregreRobustResult {
115 /// Intercept
116 pub intercept: f64,
117 /// Functional coefficient β(t), evaluated on the original grid (length m)
118 pub beta_t: Vec<f64>,
119 /// Fitted values ŷ (length n)
120 pub fitted_values: Vec<f64>,
121 /// Residuals y - ŷ (length n)
122 pub residuals: Vec<f64>,
123 /// Regression coefficients (intercept, FPC scores, scalar covariates)
124 pub coefficients: Vec<f64>,
125 /// Number of FPC components used
126 pub ncomp: usize,
127 /// FPCA result (for projecting new data)
128 pub fpca: FpcaResult,
129 /// Number of IRLS iterations performed
130 pub iterations: usize,
131 /// Whether the IRLS algorithm converged
132 pub converged: bool,
133 /// Final IRLS weights (length n)
134 pub weights: Vec<f64>,
135 /// R² statistic
136 pub r_squared: f64,
137}
138
139/// Result of functional logistic regression.
140#[derive(Debug, Clone, PartialEq)]
141#[non_exhaustive]
142pub struct FunctionalLogisticResult {
143 /// Intercept α
144 pub intercept: f64,
145 /// Functional coefficient β(t), evaluated on the original grid (length m)
146 pub beta_t: Vec<f64>,
147 /// Pointwise standard errors of β(t) (length m)
148 pub beta_se: Vec<f64>,
149 /// Scalar coefficients γ (one per scalar covariate)
150 pub gamma: Vec<f64>,
151 /// Predicted probabilities P(Y=1) (length n)
152 pub probabilities: Vec<f64>,
153 /// Predicted class labels (0 or 1)
154 pub predicted_classes: Vec<usize>,
155 /// Number of FPC components used
156 pub ncomp: usize,
157 /// Classification accuracy on training data
158 pub accuracy: f64,
159 /// Standard errors of all coefficients (intercept, FPC scores, scalar covariates)
160 pub std_errors: Vec<f64>,
161 /// Regression coefficients on (FPC scores, scalar covariates) — internal
162 pub coefficients: Vec<f64>,
163 /// Log-likelihood at convergence
164 pub log_likelihood: f64,
165 /// Number of IRLS iterations
166 pub iterations: usize,
167 /// FPCA result (for projecting new data)
168 pub fpca: FpcaResult,
169 /// Akaike Information Criterion
170 pub aic: f64,
171 /// Bayesian Information Criterion
172 pub bic: f64,
173}
174
175/// Result of cross-validation for K selection.
176#[derive(Debug, Clone, PartialEq)]
177#[non_exhaustive]
178pub struct FregreCvResult {
179 /// Candidate K values tested
180 pub k_values: Vec<usize>,
181 /// CV error for each K
182 pub cv_errors: Vec<f64>,
183 /// Optimal K (minimizing CV error)
184 pub optimal_k: usize,
185 /// Minimum CV error
186 pub min_cv_error: f64,
187 /// Out-of-fold predictions at optimal K (length n, each predicted when held out)
188 pub oof_predictions: Vec<f64>,
189 /// Fold assignment for each observation (0..n_folds)
190 pub fold_assignments: Vec<usize>,
191 /// Per-fold MSE at optimal K
192 pub fold_errors: Vec<f64>,
193}
194
195/// Result of PLS-based scalar-on-function regression.
196#[derive(Debug, Clone, PartialEq)]
197#[non_exhaustive]
198pub struct PlsRegressionResult {
199 /// Intercept α
200 pub intercept: f64,
201 /// Functional coefficient β(t), evaluated on the original grid (length m)
202 pub beta_t: Vec<f64>,
203 /// Scalar coefficients γ (one per scalar covariate)
204 pub gamma: Vec<f64>,
205 /// Fitted values ŷ (length n)
206 pub fitted_values: Vec<f64>,
207 /// Residuals y - ŷ (length n)
208 pub residuals: Vec<f64>,
209 /// R² statistic
210 pub r_squared: f64,
211 /// Adjusted R²
212 pub r_squared_adj: f64,
213 /// Number of PLS components used
214 pub ncomp: usize,
215 /// PLS result (for projecting new data)
216 pub pls: PlsResult,
217 /// Regression coefficients on (intercept, PLS scores, scalar covariates)
218 pub coefficients: Vec<f64>,
219 /// Residual standard error
220 pub residual_se: f64,
221 /// Akaike Information Criterion
222 pub aic: f64,
223 /// Bayesian Information Criterion
224 pub bic: f64,
225}
226
227/// Result of multi-predictor functional linear regression.
228#[derive(Debug, Clone, PartialEq)]
229#[non_exhaustive]
230pub struct MultiFregreLmResult {
231 /// Intercept α
232 pub intercept: f64,
233 /// Functional coefficients beta_k(t) for each predictor, each length m_k.
234 pub beta_t: Vec<Vec<f64>>,
235 /// Scalar coefficients γ (one per scalar covariate)
236 pub gamma: Vec<f64>,
237 /// Fitted values ŷ (length n)
238 pub fitted_values: Vec<f64>,
239 /// Residuals y - ŷ (length n)
240 pub residuals: Vec<f64>,
241 /// R²
242 pub r_squared: f64,
243 /// Adjusted R²
244 pub r_squared_adj: f64,
245 /// Number of FPC components used per functional predictor
246 pub ncomp: Vec<usize>,
247 /// FPCA results for each functional predictor (for projection)
248 pub fpcas: Vec<FpcaResult>,
249 /// Regression coefficients [intercept, scores_1..., scores_2..., ..., scalars...]
250 pub coefficients: Vec<f64>,
251 /// Residual standard error
252 pub residual_se: f64,
253 /// AIC
254 pub aic: f64,
255 /// BIC
256 pub bic: f64,
257}
258
259/// Criterion used for model selection.
260#[derive(Debug, Clone, Copy, PartialEq)]
261pub enum SelectionCriterion {
262 /// Akaike Information Criterion
263 Aic,
264 /// Bayesian Information Criterion
265 Bic,
266 /// Generalized Cross-Validation
267 Gcv,
268}
269
270/// Result of ncomp model selection.
271#[derive(Debug, Clone, PartialEq)]
272#[non_exhaustive]
273pub struct ModelSelectionResult {
274 /// Best number of FPC components by the chosen criterion
275 pub best_ncomp: usize,
276 /// (ncomp, AIC, BIC, GCV) for each candidate
277 pub criteria: Vec<(usize, f64, f64, f64)>,
278}
279
280/// Result of bootstrap confidence intervals for β(t).
281#[derive(Debug, Clone, PartialEq)]
282#[non_exhaustive]
283pub struct BootstrapCiResult {
284 /// Pointwise lower bound (length m).
285 pub lower: Vec<f64>,
286 /// Pointwise upper bound (length m).
287 pub upper: Vec<f64>,
288 /// Original β(t) estimate (length m).
289 pub center: Vec<f64>,
290 /// Simultaneous lower bound (sup-norm adjusted, length m).
291 pub sim_lower: Vec<f64>,
292 /// Simultaneous upper bound (sup-norm adjusted, length m).
293 pub sim_upper: Vec<f64>,
294 /// Number of bootstrap replicates that converged.
295 pub n_boot_success: usize,
296}
297
298/// Result of lambda selection for basis regression via cross-validation.
299#[derive(Debug, Clone, PartialEq)]
300#[non_exhaustive]
301pub struct FregreBasisCvResult {
302 /// Optimal smoothing parameter lambda.
303 pub optimal_lambda: f64,
304 /// Mean CV error for each lambda.
305 pub cv_errors: Vec<f64>,
306 /// SE of CV error across folds for each lambda.
307 pub cv_se: Vec<f64>,
308 /// Lambda values tested.
309 pub lambda_values: Vec<f64>,
310 /// Minimum mean CV error.
311 pub min_cv_error: f64,
312}
313
314/// Result of bandwidth selection for nonparametric regression via CV.
315#[derive(Debug, Clone, PartialEq)]
316#[non_exhaustive]
317pub struct FregreNpCvResult {
318 /// Optimal bandwidth.
319 pub optimal_h: f64,
320 /// Mean CV error for each bandwidth.
321 pub cv_errors: Vec<f64>,
322 /// SE of CV error across folds for each bandwidth.
323 pub cv_se: Vec<f64>,
324 /// Bandwidth values tested.
325 pub h_values: Vec<f64>,
326 /// Minimum mean CV error.
327 pub min_cv_error: f64,
328}
329
330/// Exponential-family distribution for [`functional_glm`].
331///
332/// Each variant specifies the canonical link function and variance function
333/// for one member of the exponential family.
334///
335/// | Variant | Link g(μ) | Inverse link g⁻¹(η) | Variance V(μ) |
336/// |-----------|------------|---------------------|--------------|
337/// | Binomial | logit | sigmoid | μ(1−μ) |
338/// | Poisson | log | exp | μ |
339/// | Gamma | inverse | 1/η | μ² |
340/// | Gaussian | identity | η | 1 |
341#[derive(Debug, Clone, Copy, PartialEq)]
342#[non_exhaustive]
343#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
344pub enum GlmFamily {
345 /// Logit link; binary outcomes (y ∈ {0, 1}).
346 Binomial,
347 /// Log link; non-negative integer counts (y ∈ {0, 1, 2, …}).
348 Poisson,
349 /// Inverse link (canonical); strictly positive continuous responses (y > 0).
350 Gamma,
351 /// Identity link; continuous unbounded responses.
352 Gaussian,
353}
354
355/// Result of [`functional_glm`] for a scalar response over functional predictors.
356///
357/// Contains the fitted model parameters, diagnostic statistics, and the embedded
358/// [`crate::regression::FpcaResult`] for projecting new data.
359#[derive(Debug, Clone, PartialEq)]
360#[non_exhaustive]
361#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
362pub struct FunctionalGlmResult {
363 /// Intercept α
364 pub intercept: f64,
365 /// Functional coefficient β(t), evaluated on the original grid (length m)
366 pub beta_t: Vec<f64>,
367 /// Pointwise standard errors of β(t) (length m)
368 pub beta_se: Vec<f64>,
369 /// Scalar coefficients γ (one per scalar covariate)
370 pub gamma: Vec<f64>,
371 /// Fitted mean values μ = g⁻¹(η) (length n)
372 pub fitted_values: Vec<f64>,
373 /// Linear predictors η = Xβ (length n)
374 pub linear_predictors: Vec<f64>,
375 /// Number of FPC components used
376 pub ncomp: usize,
377 /// All regression coefficients [intercept, γ₁…γ_K, z₁…z_P]
378 pub coefficients: Vec<f64>,
379 /// Standard errors of all coefficients (intercept, FPC scores, scalar covariates)
380 pub std_errors: Vec<f64>,
381 /// Log-likelihood at convergence (kernel; see module doc for AIC comparability note)
382 pub log_likelihood: f64,
383 /// GLM deviance D = 2(LL_saturated − LL_fitted)
384 pub deviance: f64,
385 /// Number of IRLS iterations performed
386 pub iterations: usize,
387 /// FPCA result (embedded for projecting new data)
388 pub fpca: crate::regression::FpcaResult,
389 /// Akaike Information Criterion: −2·log_likelihood + 2·p
390 pub aic: f64,
391 /// Bayesian Information Criterion: −2·log_likelihood + p·ln(n)
392 pub bic: f64,
393 /// Exponential-family distribution used for this fit
394 pub family: GlmFamily,
395}
396
397impl FunctionalGlmResult {
398 /// Predict response for new functional data. Delegates to [`predict_functional_glm`].
399 ///
400 /// # Errors
401 ///
402 /// Propagates [`FdarError::InvalidDimension`] from [`predict_functional_glm`]
403 /// when `new_data` / `new_scalar` shapes do not match the fitted model.
404 pub fn predict(
405 &self,
406 new_data: &FdMatrix,
407 new_scalar: Option<&FdMatrix>,
408 ) -> Result<Vec<f64>, FdarError> {
409 predict_functional_glm(self, new_data, new_scalar)
410 }
411}
412
413// ---------------------------------------------------------------------------
414// Shared linear algebra helpers (delegated to crate::linalg)
415// ---------------------------------------------------------------------------
416
417// Re-export for use by submodules and explain/ modules that import from
418// `crate::scalar_on_function::{cholesky_factor, cholesky_forward_back, compute_xtx}`.
419pub(crate) use crate::linalg::cholesky_factor;
420pub(crate) use crate::linalg::cholesky_forward_back;
421pub(crate) use crate::linalg::compute_xtx;
422
423/// Compute X'y (length p).
424fn compute_xty(x: &FdMatrix, y: &[f64]) -> Vec<f64> {
425 let (n, p) = x.shape();
426 (0..p)
427 .map(|k| {
428 let mut s = 0.0;
429 for i in 0..n {
430 s += x[(i, k)] * y[i];
431 }
432 s
433 })
434 .collect()
435}
436
437/// Solve Ax = b via Cholesky decomposition (A must be symmetric positive definite).
438pub(super) fn cholesky_solve(a: &[f64], b: &[f64], p: usize) -> Result<Vec<f64>, FdarError> {
439 linalg_cholesky_solve(a, b, p)
440}
441
442/// Compute hat matrix diagonal: H_ii = x_i' (X'X)^{-1} x_i, given Cholesky factor L of X'X.
443pub(crate) fn compute_hat_diagonal(x: &FdMatrix, l: &[f64]) -> Vec<f64> {
444 let (n, p) = x.shape();
445 let mut hat_diag = vec![0.0; n];
446 for i in 0..n {
447 let mut v = vec![0.0; p];
448 for j in 0..p {
449 v[j] = x[(i, j)];
450 for k in 0..j {
451 v[j] -= l[j * p + k] * v[k];
452 }
453 v[j] /= l[j * p + j];
454 }
455 hat_diag[i] = v.iter().map(|vi| vi * vi).sum();
456 }
457 hat_diag
458}
459
460/// Compute diagonal of (X'X)^{-1} given Cholesky factor L, then SE = sqrt(sigma² * diag).
461fn compute_ols_std_errors(l: &[f64], p: usize, sigma2: f64) -> Vec<f64> {
462 let mut se = vec![0.0; p];
463 for j in 0..p {
464 let mut v = vec![0.0; p];
465 v[j] = 1.0;
466 for k in 0..p {
467 for kk in 0..k {
468 v[k] -= l[k * p + kk] * v[kk];
469 }
470 v[k] /= l[k * p + k];
471 }
472 se[j] = (sigma2 * v.iter().map(|vi| vi * vi).sum::<f64>()).sqrt();
473 }
474 se
475}
476
477// ---------------------------------------------------------------------------
478// Design matrix and coefficient recovery
479// ---------------------------------------------------------------------------
480
481/// Build design matrix: \[1, ξ_1, ..., ξ_K, z_1, ..., z_p\].
482/// Validate inputs for fregre_lm / functional_logistic.
483fn validate_fregre_inputs(
484 n: usize,
485 m: usize,
486 y: &[f64],
487 scalar_covariates: Option<&FdMatrix>,
488) -> Result<(), FdarError> {
489 if n < 3 {
490 return Err(FdarError::InvalidDimension {
491 parameter: "data",
492 expected: "at least 3 rows".to_string(),
493 actual: format!("{n}"),
494 });
495 }
496 if m == 0 {
497 return Err(FdarError::InvalidDimension {
498 parameter: "data",
499 expected: "at least 1 column".to_string(),
500 actual: "0".to_string(),
501 });
502 }
503 if y.len() != n {
504 return Err(FdarError::InvalidDimension {
505 parameter: "y",
506 expected: format!("{n}"),
507 actual: format!("{}", y.len()),
508 });
509 }
510 if let Some(sc) = scalar_covariates {
511 if sc.nrows() != n {
512 return Err(FdarError::InvalidDimension {
513 parameter: "scalar_covariates",
514 expected: format!("{n} rows"),
515 actual: format!("{} rows", sc.nrows()),
516 });
517 }
518 }
519 Ok(())
520}
521
522/// Resolve ncomp: auto-select via CV if 0, otherwise clamp.
523fn resolve_ncomp(
524 ncomp: usize,
525 data: &FdMatrix,
526 y: &[f64],
527 scalar_covariates: Option<&FdMatrix>,
528 n: usize,
529 m: usize,
530) -> Result<usize, FdarError> {
531 if ncomp == 0 {
532 let cv = fregre_cv(data, y, scalar_covariates, 1, m.min(n - 1).min(20), 5)?;
533 Ok(cv.optimal_k)
534 } else {
535 Ok(ncomp.min(n - 1).min(m))
536 }
537}
538
539pub(crate) fn build_design_matrix(
540 fpca_scores: &FdMatrix,
541 ncomp: usize,
542 scalar_covariates: Option<&FdMatrix>,
543 n: usize,
544) -> FdMatrix {
545 let p_scalar = scalar_covariates.map_or(0, super::matrix::FdMatrix::ncols);
546 let p_total = 1 + ncomp + p_scalar;
547 let mut design = FdMatrix::zeros(n, p_total);
548 for i in 0..n {
549 design[(i, 0)] = 1.0;
550 for k in 0..ncomp {
551 design[(i, 1 + k)] = fpca_scores[(i, k)];
552 }
553 if let Some(sc) = scalar_covariates {
554 for j in 0..p_scalar {
555 design[(i, 1 + ncomp + j)] = sc[(i, j)];
556 }
557 }
558 }
559 design
560}
561
562/// Recover functional coefficient β(t) = Σ_k γ_k φ_k(t).
563fn recover_beta_t(fpc_coeffs: &[f64], rotation: &FdMatrix, m: usize) -> Vec<f64> {
564 let ncomp = fpc_coeffs.len();
565 let mut beta_t = vec![0.0; m];
566 for k in 0..ncomp {
567 for j in 0..m {
568 beta_t[j] += fpc_coeffs[k] * rotation[(j, k)];
569 }
570 }
571 beta_t
572}
573
574/// Pointwise standard error of β(t) via error propagation through FPCA rotation.
575///
576/// SE[β(t_j)]² = Σ_k φ_k(t_j)² · SE[γ_k]²
577fn compute_beta_se(gamma_se: &[f64], rotation: &FdMatrix, m: usize) -> Vec<f64> {
578 let ncomp = gamma_se.len();
579 let mut beta_se = vec![0.0; m];
580 for j in 0..m {
581 let mut var_j = 0.0;
582 for k in 0..ncomp {
583 var_j += rotation[(j, k)].powi(2) * gamma_se[k].powi(2);
584 }
585 beta_se[j] = var_j.sqrt();
586 }
587 beta_se
588}
589
590/// Compute fitted values ŷ = X β.
591fn compute_fitted(design: &FdMatrix, coeffs: &[f64]) -> Vec<f64> {
592 let (n, p) = design.shape();
593 (0..n)
594 .map(|i| {
595 let mut yhat = 0.0;
596 for j in 0..p {
597 yhat += design[(i, j)] * coeffs[j];
598 }
599 yhat
600 })
601 .collect()
602}
603
604/// Compute R² and adjusted R².
605fn compute_r_squared(y: &[f64], residuals: &[f64], p_total: usize) -> (f64, f64) {
606 let n = y.len();
607 let y_mean = y.iter().sum::<f64>() / n as f64;
608 let ss_tot: f64 = y.iter().map(|&yi| (yi - y_mean).powi(2)).sum();
609 let ss_res: f64 = residuals.iter().map(|r| r * r).sum();
610 let r_squared = if ss_tot > 0.0 {
611 1.0 - ss_res / ss_tot
612 } else {
613 0.0
614 };
615 let df_model = (p_total - 1) as f64;
616 let r_squared_adj = if n as f64 - df_model - 1.0 > 0.0 {
617 1.0 - (1.0 - r_squared) * (n as f64 - 1.0) / (n as f64 - df_model - 1.0)
618 } else {
619 r_squared
620 };
621 (r_squared, r_squared_adj)
622}
623
624// ---------------------------------------------------------------------------
625// OLS solver
626// ---------------------------------------------------------------------------
627
628/// Solve ordinary least squares: min ||Xb - y||² via normal equations with Cholesky.
629/// Returns (coefficients, hat_matrix_diagonal) or error if singular.
630fn ols_solve(x: &FdMatrix, y: &[f64]) -> Result<(Vec<f64>, Vec<f64>), FdarError> {
631 let (n, p) = x.shape();
632 if n < p || p == 0 {
633 return Err(FdarError::InvalidDimension {
634 parameter: "design matrix",
635 expected: format!("n >= p and p > 0 (p={p})"),
636 actual: format!("n={n}, p={p}"),
637 });
638 }
639 let xtx = compute_xtx(x);
640 let xty = compute_xty(x, y);
641 let l = cholesky_factor(&xtx, p)?;
642 let b = cholesky_forward_back(&l, &xty, p);
643 let hat_diag = compute_hat_diagonal(x, &l);
644 Ok((b, hat_diag))
645}
646
647/// Sigmoid function: 1 / (1 + exp(-x))
648pub(crate) fn sigmoid(x: f64) -> f64 {
649 if x >= 0.0 {
650 1.0 / (1.0 + (-x).exp())
651 } else {
652 let ex = x.exp();
653 ex / (1.0 + ex)
654 }
655}
656
657// ---------------------------------------------------------------------------
658// Predict methods on result structs
659// ---------------------------------------------------------------------------
660
661impl FregreLmResult {
662 /// Predict new responses. Delegates to [`predict_fregre_lm`].
663 pub fn predict(&self, new_data: &FdMatrix, new_scalar: Option<&FdMatrix>) -> Vec<f64> {
664 predict_fregre_lm(self, new_data, new_scalar)
665 }
666}
667
668impl FregreRobustResult {
669 /// Predict new responses. Delegates to [`predict_fregre_robust`].
670 pub fn predict(&self, new_data: &FdMatrix, new_scalar: Option<&FdMatrix>) -> Vec<f64> {
671 predict_fregre_robust(self, new_data, new_scalar)
672 }
673}
674
675impl FunctionalLogisticResult {
676 /// Predict P(Y=1) for new data. Delegates to [`predict_functional_logistic`].
677 pub fn predict(&self, new_data: &FdMatrix, new_scalar: Option<&FdMatrix>) -> Vec<f64> {
678 predict_functional_logistic(self, new_data, new_scalar)
679 }
680}
681
682impl MultiFregreLmResult {
683 /// Predict new responses. Delegates to [`predict_fregre_lm_multi`].
684 ///
685 /// # Errors
686 ///
687 /// Returns [`FdarError`] if prediction fails due to dimension mismatches.
688 pub fn predict(
689 &self,
690 new_predictors: &[&FdMatrix],
691 new_scalar: Option<&FdMatrix>,
692 ) -> Result<Vec<f64>, FdarError> {
693 predict_fregre_lm_multi(self, new_predictors, new_scalar)
694 }
695}