Struct MEstimator

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pub struct MEstimator<R, S> {
    pub rho: R,
    pub scale: S,
    pub control: Control,
}

Expand description

A configured regression M-estimator: a loss, a scale estimator and solver controls. Call MEstimator::fit to fit it to data.

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§rho: R

The robust loss.

§scale: S

The scale estimator used to standardize residuals.

§control: Control

Convergence controls.

Implementations§

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impl<R, S> MEstimator<R, S>
where R: RhoFunction + Clone + 'static, S: ScaleEstimator,

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pub fn new(rho: R, scale: S) -> Self

Create an M-estimator with default solver controls.

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pub fn fit( &self, x: &Array2<f64>, y: &Array1<f64>, ) -> Result<RegressionFit, RobustError>

Fit by IRLS: standardize residuals by the scale, form the weights wᵢ = ρ.weight(rᵢ/s), solve the weighted least squares, repeat.

Auto Trait Implementations§

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impl<R, S> Freeze for MEstimator<R, S>
where R: Freeze, S: Freeze,

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impl<R, S> RefUnwindSafe for MEstimator<R, S>
where R: RefUnwindSafe, S: RefUnwindSafe,

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impl<R, S> UnsafeUnpin for MEstimator<R, S>
where R: UnsafeUnpin, S: UnsafeUnpin,

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impl<R, S> UnwindSafe for MEstimator<R, S>
where R: UnwindSafe, S: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> ByRef<T> for T

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fn by_ref(&self) -> &T

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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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impl<T> DistributionExt for T
where T: ?Sized,

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fn rand<T>(&self, rng: &mut (impl Rng + ?Sized)) -> T
where Self: Distribution<T>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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