Struct RidgeFit 

pub struct RidgeFit {
    pub lambda: f64,
    pub intercept: f64,
    pub coefficients: Vec<f64>,
    pub fitted_values: Vec<f64>,
    pub residuals: Vec<f64>,
    pub df: f64,
    pub r_squared: f64,
    pub adj_r_squared: f64,
    pub mse: f64,
    pub rmse: f64,
    pub mae: f64,
}

Result of a ridge regression fit.

Fields

• lambda - The lambda value used for fitting
• intercept - Intercept coefficient (on original scale)
• coefficients - Slope coefficients (on original scale)
• fitted_values - In-sample predictions
• residuals - Residuals (y - fitted_values)
• df - Effective degrees of freedom (trace of H = X(X’X + λI)^(-1)X’)
• r_squared - R² (coefficient of determination)
• adj_r_squared - Adjusted R² (using effective df)
• mse - Mean squared error
• rmse - Root mean squared error
• mae - Mean absolute error
• standardization_info - Information about standardization applied

Fields

lambda: f64

Lambda value used for fitting

intercept: f64

Intercept on original scale

coefficients: Vec<f64>

Slope coefficients on original scale

fitted_values: Vec<f64>

Fitted values

residuals: Vec<f64>

Residuals

df: f64

Effective degrees of freedom

r_squared: f64

R² (coefficient of determination)

adj_r_squared: f64

Adjusted R² (penalized for effective df)

mse: f64

Mean squared error

rmse: f64

Root mean squared error

mae: f64

Mean absolute error

Trait Implementations

impl Clone for RidgeFit

fn clone(&self) -> RidgeFit

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RidgeFit

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

Formats the value using the given formatter.

impl Serialize for RidgeFit

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.