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Fast OLS and TLS regression using Rust backend

Project description

rustgression

PyPI Downloads CI License: MIT

This project provides fast regression analysis (OLS, TLS) as a Python package.

Overview

rustgression provides high-performance regression analysis tools implemented in Rust as a Python package. It includes the following features.

  • Ordinary Least Squares (OLS): Minimizes the sum of squared vertical residuals (errors in y only). Assumes x is measured without error.
  • Total Least Squares (TLS): Minimizes the sum of squared orthogonal (perpendicular) distances from data points to the fitted line. Accounts for measurement errors in both x and y.

This package targets Python version 3.11 and above.

Installation

Using pip:

pip install rustgression

Using uv:

uv add rustgression

Documentation

Project details


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