Module core 

Core OLS regression implementation.

This module provides the main Ordinary Least Squares regression functionality that can be used directly in Rust code. Functions accept native Rust slices and return Result types for proper error handling.

Example

let y = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0];
let x1 = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0];
let x2 = vec![2.0, 3.0, 3.5, 4.0, 4.5, 5.0];
let names = vec![
    "Intercept".to_string(),
    "X1".to_string(),
    "X2".to_string(),
];

let result = ols_regression(&y, &[x1, x2], &names)?;

Structs

RegressionOutput

Complete output from OLS regression.

VifResult

Result of VIF (Variance Inflation Factor) calculation.

Functions

calculate_vif

Calculates Variance Inflation Factors for all predictors.

compute_leverage

Computes leverage values from the design matrix and its inverse.

f_p_value

Computes a p-value from an F-statistic.

ols_regression

Performs Ordinary Least Squares regression using QR decomposition.

t_critical_quantile

Computes the critical t-value for a given significance level and degrees of freedom.

two_tailed_p_value

Computes a two-tailed p-value from a t-statistic.