test_autocorrelation

Function test_autocorrelation 

Source
pub fn test_autocorrelation<F, S1, S2, D1, D2>(
    y_true: &ArrayBase<S1, D1>,
    y_pred: &ArrayBase<S2, D2>,
) -> Result<F>
where F: Float + NumCast + Debug + FromPrimitive, S1: Data<Elem = F>, S2: Data<Elem = F>, D1: Dimension, D2: Dimension,
Expand description

Checks for autocorrelation in residuals using Durbin-Watson test

§Arguments

  • y_true - Ground truth (correct) target values
  • y_pred - Estimated target values

§Returns

  • Durbin-Watson test statistic

§Examples

use scirs2_core::ndarray::array;
use scirs2_metrics::regression::test_autocorrelation;

let y_true = array![3.0, -0.5, 2.0, 7.0, 5.0, 8.0, 1.0, 4.0];
let y_pred = array![2.5, 0.0, 2.0, 8.0, 4.5, 7.5, 1.5, 3.5];

let dw_stat = test_autocorrelation(&y_true, &y_pred).unwrap();
// DW statistic ranges from 0 to 4, with 2 being no autocorrelation
assert!(dw_stat >= 0.0 && dw_stat <= 4.0);