Module linear_regression 

Ordinary Least Squares linear regression.

This module provides LinearRegression, which fits a linear model using QR decomposition (via faer) to solve the least squares problem:

minimize ||X @ w - y||^2

Examples

use ferrolearn_linear::LinearRegression;
use ferrolearn_core::{Fit, Predict};
use ndarray::{array, Array1, Array2};

let model = LinearRegression::<f64>::new();
let x = Array2::from_shape_vec((4, 1), vec![1.0, 2.0, 3.0, 4.0]).unwrap();
let y = array![2.0, 4.0, 6.0, 8.0];

let fitted = model.fit(&x, &y).unwrap();
let preds = fitted.predict(&x).unwrap();

Structs

FittedLinearRegression

Fitted ordinary least squares linear regression model.

LinearRegression

Ordinary least squares linear regression.