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all sorts of regression and diagnostics in go

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Todo

  • ols (coefficients, fitted, resids)
  • rss, tss, mse, aic, studentized resids
  • rsquared, adj. rsquared
  • cooks distance, leverage
  • variance-covariance mat
  • variance inflation factors
  • dfbetas, dffits
  • variance of beta coefficients, confidence intervals
  • durbin watson test
  • f-statistics
  • z-scores
  • stepwise regression
  • least angle regression
  • ridge regression
  • lasso / forward-stagewise
  • principal component regression
  • json encoding/decoding
  • examples

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linear models + diagnostics + analysis in go

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