Struct MultiBlockAloDiagnostics 

pub struct MultiBlockAloDiagnostics {
    pub eta_tilde: Vec<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>>,
    pub leverage: ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
    pub alo_variance: Vec<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>>,
    pub predictive_variance: Vec<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>>,
    pub cook_distance: ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
}

Diagnostics returned by multi-block ALO.

Fields

eta_tilde: Vec<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>>

Corrected linear predictors η̃^{(-i)} for each observation. Outer length = n_obs, inner length = n_coordinates (B).

leverage: ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>

Per-observation leverage tr(H_ii) where H_ii is the B×B hat-matrix block.

alo_variance: Vec<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>>

Per-observation ALO variance diagonals: for each observation i, Var(Δη_i) ≈ A_i (I - W_i A_i)⁻¹ C_i (I - A_i W_i)⁻¹ A_iᵀ, where C_i is the score covariance (not assumed equal to W_i). Outer length = n_obs, inner length = n_coordinates (B) containing the diagonal entries of the variance matrix.

predictive_variance: Vec<ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>>

Model-based posterior predictive variance of each coordinate at each observation: diag(A_i) = x_{d,i}ᵀ [H⁻¹] x_{d,i} (unit dispersion; the caller scales by φ where applicable). Unlike Self::alo_variance — which for a single deleted row with the rank-1 self-score covariance collapses EXACTLY to the squared deletion correction Δη² and is therefore an influence magnitude, not an uncertainty — this is the genuine posterior uncertainty of the fitted coordinate, and the principled scale for judging how far an exact LOO refit (which also reselects smoothing on n−1 rows) may legitimately sit from the fixed-smoothing ALO point (#2301). Outer length = n_obs, inner length = n_coordinates (B).

cook_distance: ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>

Cook-type ALO influence: D_i = Δη_iᵀ C_i Δη_i. Length = n_obs.

Trait Implementations

impl Clone for MultiBlockAloDiagnostics

fn clone(&self) -> MultiBlockAloDiagnostics

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MultiBlockAloDiagnostics

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.