python_white_test

linreg_core

Function python_white_test 

Source 
pub fn python_white_test(y_json: &str, x_vars_json: &str) -> String
Expand description

Performs the Python method White test for heteroscedasticity via WASM.

This implementation matches Python’s statsmodels.stats.diagnostic.het_white() function. Uses the LINPACK QR decomposition with column pivoting and the Python-specific auxiliary matrix structure (intercept, X, X², and cross-products).

§Arguments

  • y_json - JSON array of response variable values
  • x_vars_json - JSON array of predictor arrays (each array is a column)

§Returns

JSON string containing test statistic, p-value, and interpretation.

§Errors

Returns a JSON error object if parsing fails or domain check fails.