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//! A rust library for performing GLM regression with data represented in //! [`ndarray`](file:///home/felix/Projects/ndarray-glm/target/doc/ndarray/index.html)s. //! The [`ndarray-linalg`](https://docs.rs/ndarray-linalg/) crate is used to allow //! optimization of linear algebra operations with BLAS. //! //! This crate is early alpha and may change rapidly. No guarantees can be made about //! the accuracy of the fits. //! //! # Feature summary: //! //! * Linear, logistic, Poisson, and binomial regression (more to come) //! * Generic over floating-point type //! * L2 (ridge) regularization //! * Statistical tests of fit result //! * Alternative and custom link functions //! //! //! # Setting up BLAS backend //! //! See the [backend features of //! `ndarray-linalg`](https://github.com/rust-ndarray/ndarray-linalg#backend-features) //! for a description of the available BLAS configuartions. You do not need to //! include `ndarray-linalg` in your crate; simply provide the feature you need to //! `ndarray-glm` and it will be forwarded to `ndarray-linalg`. //! //! Examples using OpenBLAS are shown here. In principle you should also be able to use //! Netlib or Intel MKL, although these backends are untested. //! //! ## System OpenBLAS (recommended) //! //! Ensure that the development OpenBLAS library is installed on your system. In //! Debian/Ubuntu, for instance, this means installing `libopenblas-dev`. Then, put the //! following into your crate's `Cargo.toml`: //! ```text //! ndarray = { version = "0.15", features = ["blas"]} //! ndarray-glm = { version = "0.0.9", features = ["openblas-system"] } //! ``` //! //! ## Compile OpenBLAS from source //! //! This option does not require OpenBLAS to be installed on your system, but the //! initial compile time will be very long. Use the folling lines in your crate's //! `Cargo.toml`. //! ```text //! ndarray = { version = "0.15", features = ["blas"]} //! ndarray-glm = { version = "0.0.9", features = ["openblas-static"] } //! ``` //! //! # Examples: //! //! Basic linear regression: //! ``` //! use ndarray_glm::{array, Linear, ModelBuilder}; //! //! let data_y = array![0.3, 1.3, 0.7]; //! let data_x = array![[0.1, 0.2], [-0.4, 0.1], [0.2, 0.4]]; //! let model = ModelBuilder::<Linear>::data(&data_y, &data_x).build().unwrap(); //! let fit = model.fit().unwrap(); //! // The result is a flat array with the first term as the intercept. //! println!("Fit result: {}", fit.result); //! ``` //! //! Data standardization and L2 regularization: //! ``` //! use ndarray_glm::{array, Linear, ModelBuilder, standardize}; //! //! let data_y = array![0.3, 1.3, 0.7]; //! let data_x = array![[0.1, 0.2], [-0.4, 0.1], [0.2, 0.4]]; //! // The design matrix can optionally be standardized, where the mean of each independent //! // variable is subtracted and each is then divided by the standard deviation of that variable. //! let data_x = standardize(data_x); //! let model = ModelBuilder::<Linear>::data(&data_y, &data_x).build().unwrap(); //! // L2 (ridge) regularization can be applied with l2_reg(). //! let fit = model.fit_options().l2_reg(1e-5).fit().unwrap(); //! println!("Fit result: {}", fit.result); //! ``` //! //! Logistic regression with a non-canonical link function: //! ``` //! use ndarray_glm::{array, Logistic, logistic_link::Cloglog, ModelBuilder}; //! //! let data_y = array![true, false, false, true, true]; //! let data_x = array![[0.5, 0.2], [0.1, 0.3], [0.2, 0.6], [0.6, 0.3], [0.4, 0.4]]; //! let model = ModelBuilder::<Logistic<Cloglog>>::data(&data_y, &data_x).build().unwrap(); //! let fit = model.fit_options().l2_reg(1e-5).fit().unwrap(); //! println!("Fit result: {}", fit.result); //! ``` #[doc(html_root_url = "https://docs.rs/crate/ndarray-glm")] pub mod error; mod fit; mod glm; mod irls; pub mod link; mod math; pub mod model; pub mod num; mod regularization; mod response; mod standardize; mod utility; // Import some common names into the top-level namespace pub use { model::ModelBuilder, response::logistic::link as logistic_link, response::{binomial::Binomial, linear::Linear, logistic::Logistic, poisson::Poisson}, standardize::standardize, }; // re-export common structs from ndarray pub use ndarray::{array, Array1, Array2, ArrayView1, ArrayView2};