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Module regression

Module regression 

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Regression functions for functional data.

This module provides functional PCA, PLS, and ridge regression.

§Canonical result-field vocabulary (API-01)

FpcaResult defines the canonical vocabulary reused across the crate’s FPCA-based result structs:

FieldMeaning
scoresFPC scores, n × ncomp (observations projected onto the component basis)
rotationLoadings / eigenfunctions, m × ncomp (the component basis)
meanEstimated mean function, length m
weightsIntegration weights for the functional inner product, length m
singular_valuesSingular values of the centered data (component scale)
centeredThe mean-centered data, n × m

Response-carrying result structs (e.g. crate::fts::FtsmResult, crate::boosting_regression::BoostFosrResult, and the FOSR result types) expose the fitted response under the field name fitted; this is the accepted canonical name for a fitted-response field across the crate (the historical fitted_values spelling is not introduced). No field is renamed here — the cross-model unification layer is provided by the crate::explain_generic::FpcPredictor trait, which abstracts over the concrete result structs so callers need not depend on any single struct’s field names. Any future field rename would be a breaking change and is deferred to the 1.0-readiness milestone (APIB-01).

Structs§

FpcaResult
Result of functional PCA.
PlsResult
Result of PLS regression.

Functions§

fdata_to_pc_1d
Perform functional PCA via SVD on centered data with integration weights.
fdata_to_pls_1d
Perform PLS via NIPALS algorithm with integration weights.