pub struct WLS;Expand description
Weighted Least Squares estimator.
Transforms the model by sqrt(w): y* = sqrt(w)y, X = sqrt(w)*X, then runs OLS on the transformed data.
Implementations§
Source§impl WLS
impl WLS
Sourcepub fn from_formula(
formula: &Formula,
data: &DataFrame,
weights: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
cov_type: CovarianceType,
) -> Result<OlsResult, GreenersError>
pub fn from_formula( formula: &Formula, data: &DataFrame, weights: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, cov_type: CovarianceType, ) -> Result<OlsResult, GreenersError>
Fit WLS from a formula, DataFrame, and weight column name.
Sourcepub fn fit(
y: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
x: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>,
weights: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
cov_type: CovarianceType,
) -> Result<OlsResult, GreenersError>
pub fn fit( y: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, x: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, weights: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, cov_type: CovarianceType, ) -> Result<OlsResult, GreenersError>
Fit WLS from arrays.
Sourcepub fn fit_with_names(
y: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
x: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>,
weights: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>,
cov_type: CovarianceType,
variable_names: Option<Vec<String>>,
) -> Result<OlsResult, GreenersError>
pub fn fit_with_names( y: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, x: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>, weights: &ArrayBase<OwnedRepr<f64>, Dim<[usize; 1]>>, cov_type: CovarianceType, variable_names: Option<Vec<String>>, ) -> Result<OlsResult, GreenersError>
Fit WLS with variable names.
Auto Trait Implementations§
impl Freeze for WLS
impl RefUnwindSafe for WLS
impl Send for WLS
impl Sync for WLS
impl Unpin for WLS
impl UnsafeUnpin for WLS
impl UnwindSafe for WLS
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