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felix-clark / ndarray-glm

Rust library for linear, logistic, and generalized linear model regression
MIT License
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covariate p-values, special math functions #28

Open felix-clark opened 2 years ago

felix-clark commented 2 years ago

A crate like special-fun would enable some calculations like CDFs and quantile residuals. Perhaps this should be gated behind an optional feature.

felix-clark commented 1 year ago

A common feature many statisticians would want is the ability to easily get a p-value for a model or for a particular covariate. Right now p-values can typically be calculated from Z-test or likelihood test values, but the user would need to call special mathematical functions and the process would be confusing.