polars-statistics 0.5.0

Statistical tests, regression, and machine learning for Polars - t-tests, ANOVA, chi-square, correlation, OLS, GLM, quantile regression, and more

polars-statistics

Note: This extension is in early stage development. APIs may change and some features are experimental.

High-performance statistical testing and regression for Polars DataFrames, powered by Rust.

Usable from Python (as a Polars plugin) and from Rust (as an rlib that other Rust crates depend on directly — see Use from Rust).

Features

• Native Polars Expressions: Full support for group_by, over, and lazy evaluation
• Statistical Tests: Parametric, non-parametric, distributional, and forecast comparison tests
• Regression Models: OLS, Ridge, Elastic Net, WLS, Quantile, Isotonic, Huber (M-estimator), PLS, GLMs, ALM (25 distributions)
• Diagnostics: VIF, leverage, Cook's distance, DFFITS, influence masks, standardized / studentized / externally-studentized residuals, GLM Pearson / deviance / working residuals, Pearson χ², condition number, quasi-separation detection
• Formula Syntax: R-style formulas with polynomial and interaction effects
• Hybrid crate: cdylib (Python wheel) and rlib (Rust dependency) from the same source
• High Performance: Rust-powered with zero-copy data transfer

Installation

pip install polars-statistics

Quick Start

All functions work as Polars expressions, integrating with group_by and over:

import polars as pl
import polars_statistics as ps

df = pl.DataFrame({
    "group": ["A"] * 50 + ["B"] * 50,
    "y": [...],
    "x1": [...],
    "x2": [...],
})

# Run OLS regression per group
result = df.group_by("group").agg(
    ps.ols("y", "x1", "x2").alias("model")
)

# Extract results from struct
result.with_columns(
    pl.col("model").struct.field("r_squared"),
    pl.col("model").struct.field("coefficients"),
)

Statistical Tests

Statistical tests are powered by anofox-statistics, providing full API parity with R's statistical functions and validated against R implementations.

# Parametric tests
ps.ttest_ind("treatment", "control", alternative="two-sided")
ps.ttest_paired("before", "after")

# Non-parametric tests
ps.mann_whitney_u("x", "y")
ps.kruskal_wallis("group1", "group2", "group3")

# Normality tests
ps.shapiro_wilk("x")

# Forecast comparison
ps.diebold_mariano("errors1", "errors2", horizon=1)

# Correlation tests
ps.pearson("x", "y")                    # Pearson correlation with CI
ps.spearman("x", "y")                   # Spearman rank correlation
ps.kendall("x", "y", variant="b")       # Kendall's tau
ps.distance_cor("x", "y")               # Distance correlation (detects nonlinear)
ps.partial_cor("x", "y", ["z1", "z2"])  # Partial correlation

# Categorical tests
ps.binom_test(successes=7, n=10, p0=0.5)  # Exact binomial test
ps.chisq_test("counts", n_rows=2, n_cols=2)  # Chi-square independence
ps.fisher_exact(a=10, b=2, c=3, d=15)   # Fisher's exact test
ps.mcnemar_test(a=45, b=15, c=5, d=35)  # McNemar's test
ps.cohen_kappa("counts", n_categories=3) # Inter-rater agreement
ps.cramers_v("counts", n_rows=3, n_cols=3) # Association strength

All tests return a struct with statistic and p_value fields.

TOST Equivalence Tests

Test for practical equivalence using Two One-Sided Tests (TOST) procedure:

# t-test based equivalence
ps.tost_t_test_two_sample("x", "y", delta=0.5, alpha=0.05)
ps.tost_t_test_paired("before", "after", bounds_type="cohen_d", delta=0.3)

# Correlation equivalence (test if correlation is near zero)
ps.tost_correlation("x", "y", delta=0.3, method="pearson")

# Proportion equivalence
ps.tost_prop_two(successes1=45, n1=100, successes2=48, n2=100, delta=0.1)

# Non-parametric and robust equivalence
ps.tost_wilcoxon_paired("x", "y", delta=0.5)
ps.tost_yuen("x", "y", trim=0.2, delta=0.5)  # Trimmed means
ps.tost_bootstrap("x", "y", n_bootstrap=1000)  # Bootstrap-based

Returns struct with estimate, ci_lower, ci_upper, tost_p_value, equivalent.

Regression Models

Regression models are powered by anofox-regression, providing validated implementations against R.

Expression API

# Linear models
ps.ols("y", "x1", "x2")
ps.ridge("y", "x1", "x2", lambda_=1.0)
ps.elastic_net("y", "x1", "x2", lambda_=1.0, alpha=0.5)

# Robust regression
ps.quantile("y", "x1", "x2", tau=0.5)  # Median regression
ps.isotonic("y", "x")                   # Monotonic regression
ps.huber("y", "x1", epsilon=1.35)       # Huber M-estimator (outlier-robust)
ps.pls("y", "x1", "x2", n_components=2) # Partial Least Squares

# GLM models (with optional Ridge regularization)
ps.logistic("y", "x1", "x2", lambda_=0.1)             # Binary classification (BinomialRegressor)
ps.logistic_regression("y", "x1", "x2", penalty="l2", C=1.0)  # sklearn-style logistic
ps.poisson("y", "x1", "x2")                            # Count data

# ALM - 25 distributions, loss/link/extra_parameter exposed
ps.alm("y", "x1", "x2", distribution="laplace", loss="mle")

Diagnostics

# Pre-fit checks
ps.condition_number("x1", "x2")              # Multicollinearity (κ + indices)
ps.vif("x1", "x2", "x3")                     # Variance inflation factor per feature
ps.generalized_vif("x1", "x2", "x3", group_sizes=[1, 2])  # GVIF for grouped predictors
ps.high_vif_predictors("x1", "x2", threshold=10.0)        # Boolean mask
ps.check_binary_separation("y", "x1")        # Quasi-separation detection
ps.check_count_sparsity("y", "x1")           # Sparse-count check

# Per-row OLS residual battery
ps.standardized_residuals("y", "x1", "x2")
ps.studentized_residuals("y", "x1", "x2")
ps.externally_studentized_residuals("y", "x1", "x2")
ps.residual_outliers("y", "x1", "x2", threshold=2.0)       # Boolean mask

# Influence / leverage
ps.leverage("x1", "x2")
ps.cooks_distance("y", "x1", "x2")
ps.dffits("y", "x1", "x2")
ps.influential_cooks("y", "x1", "x2")        # mask, default threshold 4/n
ps.influential_dffits("y", "x1", "x2")       # mask, default 2·√(p/n)
ps.high_leverage_points("x1", "x2")          # mask, default 2·p/n

# GLM residual diagnostics (logistic + Poisson)
ps.logistic_pearson_residuals("y", "x1")
ps.logistic_deviance_residuals("y", "x1")
ps.logistic_working_residuals("y", "x1")
ps.poisson_pearson_residuals("y", "x1")
ps.poisson_deviance_residuals("y", "x1")
ps.poisson_working_residuals("y", "x1")

# GLM goodness-of-fit
ps.pearson_chi_squared_logistic("y", "x1")   # Σ pearson_resid² + df_resid
ps.pearson_chi_squared_poisson("y", "x1")

Formula Syntax

R-style formulas with polynomial and interaction effects:

# Main effects + interaction
ps.ols_formula("y ~ x1 * x2")  # Expands to: x1 + x2 + x1:x2

# Polynomial regression (centered per group)
ps.ols_formula("y ~ poly(x, 2)")

# Explicit transform
ps.ols_formula("y ~ x1 + I(x^2)")

Predictions with Intervals

df.with_columns(
    ps.ols_predict("y", "x1", "x2", interval="prediction", level=0.95)
        .over("group").alias("pred")
).unnest("pred")  # Columns: prediction, lower, upper

Tidy Coefficient Summary

df.group_by("group").agg(
    ps.ols_summary("y", "x1", "x2").alias("coef")
).explode("coef").unnest("coef")
# Columns: term, estimate, std_error, statistic, p_value

*_summary and *_predict are available for the full regression family, including Quantile, Isotonic, and LmDynamic where applicable:

ps.quantile_summary("y", "x1", tau=0.5)   # Tidy coefs from quantile fit
ps.quantile_predict("y", "x1", tau=0.5)   # Per-row predictions
ps.isotonic_predict("y", "x")             # Step-function predictions
ps.lm_dynamic_predict("y", "x1")          # Time-averaged predictions

Model Classes

For direct model access outside Polars expressions:

from polars_statistics import OLS, Ridge, Logistic, LogisticRegression, Huber, PLS, ALM

# Fit OLS with inference
model = OLS(compute_inference=True).fit(X, y)
print(model.coefficients, model.r_squared, model.p_values)

# Sklearn-style logistic with L2 penalty
lr = LogisticRegression(penalty="l2", C=1.0).fit(X, y)
lr.predict_proba(X)
lr.decision_function(X)
lr.score(X, y)

# Huber M-estimator (robust to outliers)
hb = Huber(epsilon=1.35).fit(X, y)
print(hb.coefficients, hb.n_outliers, hb.scale)

# Partial Least Squares
pls = PLS(n_components=2).fit(X, y)
print(pls.explained_variance_ratio, pls.transform(X))

# ALM with various distributions
alm = ALM.laplace().fit(X, y)  # Robust to outliers

Available model classes:

• Linear / robust: OLS, Ridge, ElasticNet, WLS, RLS, BLS, Quantile, Isotonic, Huber, PLS
• GLMs: Logistic, LogisticRegression (sklearn-style), Poisson, NegativeBinomial, Tweedie, Probit, Cloglog
• Augmented: ALM (25 distributions), LmDynamic, Aid

Test Model Classes

Statistical tests are also available as model classes with .fit(), .statistic, .p_value, and .summary():

from polars_statistics import TTestInd, ShapiroWilk, KruskalWallis
import numpy as np

# Two-sample t-test
test = TTestInd(alternative="two-sided").fit(x, y)
print(test.statistic, test.p_value)
print(test.summary())

# Normality test
test = ShapiroWilk().fit(x)
print(test.p_value)

# Multi-group comparison
test = KruskalWallis().fit(g1, g2, g3)
print(test.summary())

Available test classes: TTestInd, TTestPaired, BrownForsythe, YuenTest, MannWhitneyU, WilcoxonSignedRank, KruskalWallis, BrunnerMunzel, ShapiroWilk, DAgostino.

Use from Rust

polars-statistics builds as both a Python extension (cdylib) and a Rust library (rlib). Other Rust crates can depend on it directly and call the same statistical and regression code that the Python plugin uses — no Python boundary, no FFI overhead.

Cargo dependency

[dependencies]
polars = { version = "0.52", features = ["lazy", "partition_by"] }
polars-statistics = { version = "0.4", default-features = false }

default-features = false disables the python feature, so pyo3 / numpy are not linked.

Calling the fit functions

Every Polars expression has a public Rust-callable counterpart named <name>_fit that accepts a &[Series] input slice matching the expression's input contract and returns a PolarsResult<Series> (a one-row struct with the model output).

use polars::prelude::*;
use polars_statistics::expressions::wls_fit;

fn main() -> PolarsResult<()> {
    let df = df!(
        "site"   => &["A", "A", "A", "B", "B", "B"],
        "y"      => &[1.0_f64, 3.0, 5.0, 2.0, 5.0, 8.0],
        "weight" => &[1.0_f64, 1.0, 1.0, 1.0, 1.0, 1.0],
        "x1"     => &[0.0_f64, 1.0, 2.0, 0.0, 1.0, 2.0],
    )?;

    for group in df.partition_by(["site"], true)? {
        let y  = group.column("y")?.as_materialized_series().clone();
        let w  = group.column("weight")?.as_materialized_series().clone();
        let x1 = group.column("x1")?.as_materialized_series().clone();
        let with_intercept = Series::new("with_intercept".into(), &[true]);
        let solver         = Series::new("solve_method".into(), &[None::<&str>]);

        let result = wls_fit(&[y, w, with_intercept, solver, x1])?;
        println!("{result:?}");
    }
    Ok(())
}

The full runnable version is in examples/rust_wls.rs. Run with:

cargo run --example rust_wls --no-default-features

Available fit functions

Every Polars expression has a *_fit Rust entry point in polars_statistics::expressions:

• Regression: ols_fit, ridge_fit, elastic_net_fit, wls_fit, rls_fit, bls_fit, quantile_fit, isotonic_fit, huber_fit, pls_fit
• GLMs: logistic_fit, logistic_regression_fit, poisson_fit, negative_binomial_fit, tweedie_fit, probit_fit, cloglog_fit, alm_fit
• Diagnostics:
  • Pre-fit / multicollinearity: condition_number_fit, vif_fit, generalized_vif_fit, high_vif_predictors_fit, check_binary_separation_fit, check_count_sparsity_fit
  • Residual battery: standardized_residuals_fit, studentized_residuals_fit, externally_studentized_residuals_fit, residual_outliers_fit
  • GLM residuals: logistic_*_residuals_fit, poisson_*_residuals_fit (pearson / deviance / working)
  • Goodness-of-fit: pearson_chi_squared_logistic_fit, pearson_chi_squared_poisson_fit
  • Influence / leverage: leverage_fit, cooks_distance_fit, dffits_fit, influential_cooks_fit, influential_dffits_fit, high_leverage_points_fit
• Summaries / predictions: ols_summary_fit, ols_predict_fit, …; plus quantile_summary_fit, quantile_predict_fit, isotonic_predict_fit, lm_dynamic_predict_fit
• Hypothesis tests: ttest_ind_fit, ttest_paired_fit, mann_whitney_fit, wilcoxon_fit, kruskal_wallis_fit, brunner_munzel_fit, brown_forsythe_fit, yuen_fit, shapiro_wilk_fit, dagostino_fit
• Correlation: pearson_fit, spearman_fit, kendall_fit, distance_cor_fit, partial_cor_fit, semi_partial_cor_fit, icc_fit
• Categorical: binom_test_fit, prop_test_one_fit, prop_test_two_fit, chisq_test_fit, fisher_exact_fit, mcnemar_test_fit, cohen_kappa_fit, cramers_v_fit, …
• Forecast comparison / TOST / modern: see expressions::forecast, expressions::tost, expressions::modern.

The input slice layout (which input is y, which are scalars, which are x columns) is documented above each function — same contract that the Polars plugin uses.

Documentation

• API Reference - Complete API documentation
  • Statistical Tests - Parametric, non-parametric, TOST equivalence
  • Regression Models - Linear, GLM, ALM, dynamic
  • Model Classes - Python classes for direct access
  • Output Structures - Return type definitions

For the legacy monolithic reference, see docs/API_REFERENCE.md.

Performance

Built on high-performance Rust libraries:

• faer: Fast linear algebra with SIMD
• Zero-copy: Direct memory sharing between Python and Rust
• Automatic parallelization: For group_by operations

Development

git clone https://github.com/DataZooDE/polars-statistics.git
cd polars-statistics
python -m venv .venv && source .venv/bin/activate
pip install maturin numpy polars pytest
maturin develop --release
pytest

License

MIT License - see LICENSE for details.