https://github.com/vspaz/wls-rs
WLS, weighted linear regression in pure Rust w/o any 3d party dependencies or frameworks.
https://github.com/vspaz/wls-rs
least-sqaure-method least-square-fit least-square-regression rust rust-lang rust-library weighted-linear-regression weighted-regression wls
Last synced: 4 months ago
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WLS, weighted linear regression in pure Rust w/o any 3d party dependencies or frameworks.
- Host: GitHub
- URL: https://github.com/vspaz/wls-rs
- Owner: vspaz
- Created: 2023-01-22T01:17:45.000Z (over 2 years ago)
- Default Branch: main
- Last Pushed: 2025-01-10T21:39:26.000Z (5 months ago)
- Last Synced: 2025-01-10T22:36:03.241Z (5 months ago)
- Topics: least-sqaure-method, least-square-fit, least-square-regression, rust, rust-lang, rust-library, weighted-linear-regression, weighted-regression, wls
- Language: Rust
- Homepage:
- Size: 31.3 KB
- Stars: 2
- Watchers: 2
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# wls-rust
weighted linear regression in pure Rust w/o any 3d party dependencies or frameworks.
### How-to
```rust
mod models;
mod asserts;
use crate::models::wls::Wls;
use crate::asserts::asserts::assert_almost_equal;
fn main() {
let x_points = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0];
let y_points = vec![1.0, 3.0, 4.0, 5.0, 2.0, 3.0, 4.0];
let weights = vec![10.0, 1.0, 3.0, 8.0, 14.0, 21.0, 13.0];
let wls = Wls::new(x_points, y_points, Some(weights));
let point = wls.fit_linear_regression().unwrap();
assert_almost_equal(1.410964913,point.get_intercept(), 1.0e-6);
assert_almost_equal(0.321271930, point.get_slope(), 1.0e-6);
}
```
## Description
WLS is based on the OLS method and help solve problems of model inadequacy or violations of the basic regression
assumptions.
Estimating a linear regression with WLS is useful, but can appear to be daunting w/o special stats packages, such as
Python statsmodels or Pandas.
## References
- [Wikipedia: Weighted least squares](https://en.wikipedia.org/wiki/Weighted_least_squares)
- [Introduction to Linear Regression Analysis, 5th edition](https://tinyurl.com/y3clfnrs)
- [Least Squares Regression Analysis in Terms of Linear Algebra](https://tinyurl.com/y485qhlg)