Covariance, fisher matrix, wald and score tests are incorrect

felix-clark / ndarray-glm

Rust library for linear, logistic, and generalized linear model regression

MIT License

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Covariance, fisher matrix, wald and score tests are incorrect #30

Closed felix-clark closed 3 years ago

felix-clark commented 3 years ago

Due to a bug in ndarray-linalg, the calculations for several fit statistics, including the covariance matrix, fisher matrix, Wald and score tests, have resulted in incorrect off-diagonal entries. This bug appears to affect the Hermetian inversion functions invh() and invh_into(), and the latter was used often.

As a workaround the use of this function should be changed to inv_into().

felix-clark commented 3 years ago

Should be fixed in a1e04f2b

felix-clark commented 3 years ago

Resolved in 0.0.10