Goodness of fit functions for OrdinaryLeastSquares.Linear.Multivariable?
Nobody has claimed this yet.
Assessment
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Newbie friendliness
- 35/100
- Issue type
- Feature
- Clarity
- Mostly clear
- Activity status
- Stale
- Tech stack
- fsharp
- Domain
- data
Research direction
Start with the GoodnessOfFit and Fitting tutorials, then inspect GoodnessOfFit.calculateSumOfSquares and the OrdinaryLeastSquares.Multivariable fit function. Determine how the vector-valued predictor could support coefficient t-statistics and standard errors, and confirm that the resulting API covers multivariable regressions.
Written by the indexing model from the issue text.
Description
Is your feature request related to a problem? Please describe.
I am following the goodness of fit quality tutorial. I want t-statistics and standard errors for coefficients from regressions with multiple independent variables. Are there functions to do this already?
The multivariate fit function (see https://fslab.org/FSharp.Stats/Fitting.html#Multivariable) has type of x:Vector<float> -> float but GoodnessOfFit.calculateSumOfSquares expects float -> float. It appears that there is not a "multivariable" version.
- Dominant language
- F#
- Stars
- 228
- Forks
- 58
- Avg merge
- 2d 7h
- Merged PRs (30d)
- 1
Getting set up
- No Dockerfile or Docker Compose file
- Has a pull request template
- Read the contributing guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
More from fslaborg/FSharp.Stats
-
Documentation
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
fslaborg/FSharp.Stats#385 · 2 comments ·
-
automation Documentation repo-assist
Difficulty 4/5 3-5 days Newbie friendliness 20/100
fslaborg/FSharp.Stats#390 ·
-
automation Documentation repo-assist
Difficulty 1/5 Under an hour Newbie friendliness 1/100
fslaborg/FSharp.Stats#382 ·
-
question
Difficulty 5/5 Over a week Newbie friendliness 25/100
fslaborg/FSharp.Stats#355 · 18 comments ·
-
enhancement needs investigation
Difficulty 4/5 3-5 days Newbie friendliness 45/100
fslaborg/FSharp.Stats#344 · 4 comments ·
All issues in fslaborg/FSharp.Stats
Similar issues
-
bug
Difficulty 2/5 Under an hour Newbie friendliness 88/100
baptistehamon/lsapy#185 ·
Maintainers usually reply within 1 day
-
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
Maintainers usually reply within 1 day
-
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
syedhamidali/radarx#277 ·
Maintainers usually reply within 1 day
-
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
career-ops-hq/career-ops#4962 ·
Maintainers usually reply within 2 days
-
XmlFragment children, successors and siblings stop at the first child that is not an XML typePossibly taken A pull request linked to this issue is open or already merged. Open
Difficulty 2/5 1-3 hours Newbie friendliness 72/100
Maintainers usually reply within 1 day