pub fn ridge_prediction_intervals(
y_json: &str,
x_vars_json: &str,
new_x_json: &str,
alpha: f64,
lambda: f64,
standardize: bool,
) -> StringExpand description
Computes approximate Ridge regression prediction intervals via WASM.
Fits a Ridge model and computes conservative prediction intervals using leverage from unpenalized X’X and MSE from the ridge fit.
§Arguments
y_json- JSON array of response variable valuesx_vars_json- JSON array of predictor arrays (training data)new_x_json- JSON array of predictor arrays (new observations)alpha- Significance level (e.g., 0.05 for 95% PI)lambda- Regularization strengthstandardize- Whether to standardize predictors