Expand description
Regression — ordinary least squares. Simple (one-predictor) linear regression
with the full inferential output: coefficients, R², residual standard error, and
real t-based standard errors / p-values from the distributions
library (no placeholder significance).
Multiple linear regression (the normal-equations / QR solve over
solvers::linear_algebra) is the natural next module here; simple OLS is a
complete capability on its own and is what the domain libs need first.
Structs§
- Linear
Regression - Ordinary-least-squares fit of
y = intercept + slope·x.
Functions§
- simple_
linear_ regression - Simple linear regression of
yonx.Noneif the lengths differ,n < 3(needn−2 ≥ 1residual degrees of freedom for inference), orxhas zero variance (slope undefined).