Crate lmutils

Source

Modules§

family

Structs§

ArchivedOwnedMatrix
An archived OwnedMatrix
Coef
ElnetControl
ElnetResult
File
Glm
LinearModel
Lm
LogisticModel
OwnedMatrix
OwnedMatrixResolver
The resolver for an archived OwnedMatrix
PValue
R2
R2Simd

Enums§

Direction
Eigen
Error
FileType
From
Join
Matrix

Statics§

DISABLE_PREDICTED

Traits§

Family
IntoMatrix
TryIntoMatrix

Functions§

calculate_adj_r2
calculate_r2s
column_p_values
compute_r2
compute_r2_tjur
cv_elnet
Cross-validated elastic net regression Get the lambda sequence from the master model, we don’t actually need the weights or anything. Then, for each fold fit a model using the other folds as training data, allow that model to generate it’s own lambda sequence. Then, align each model to the master lambda sequence and use that to determine the best model. Then return the best model across all folds.
dbinom
dcauchy
dcauchy_inner
dnorm
dnorm4
elnet
Coordinate descent for Elastic Net regression. X: n x p matrix y: length n column vector lambda: regularization max_iter: number of passes
get_r2s
linear_regression
logistic_regression_irls
logistic_regression_newton_raphson
mean
mean_avx2
mean_avx512
mean_naive
mean_sse4
p_value
pack
pack_avx2
pack_avx2_par
pack_avx2_sync
pack_avx512
pack_avx512_par
pack_avx512_sync
pack_naive
pack_naive_par
pack_naive_sync
pnorm
pnorm5
qcauchy
qcauchy_inner
qnorm
qnorm5
r2
r2_avx2
r2_avx512
r2_naive
r2_sse4
should_disable_predicted
split_folds
Randomly split n samples into k folds for cross-validation. The returned vector indicates which fold each sample belongs to.
standardize
standardize_avx2
standardize_avx2_recip
standardize_avx512
standardize_avx512_recip
standardize_column
standardize_naive
standardize_naive_recip
standardize_recip
standardize_row
standardize_sse4
standardize_sse4_recip
step_aic
sum
sum_avx2
sum_avx512
sum_naive
sum_sse4
unpack
unpack_avx2
unpack_avx2_par
unpack_avx2_sync
unpack_avx512
unpack_avx512_par
unpack_avx512_sync
unpack_naive
unpack_naive_par
unpack_naive_sync
variance
variance_avx2
variance_avx512
variance_naive
variance_sse4