feat: puts ndarray and nalgebra bindings behind feature flags

src/linalg/nalgebra_bindings.rs

@@ -368,6 +368,7 @@ impl<T: FloatExt + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Sum
 #[cfg(test)]
 mod tests {
     use super::*;
+    use crate::linear::linear_regression::*;
     use nalgebra::{DMatrix, Matrix2x3, RowDVector};
 
     #[test]
@@ -674,4 +675,49 @@ mod tests {
         assert_eq!(res.len(), 7);
         assert_eq!(res, vec![-7., -6., -2., 1., 2., 3., 4.]);
     }
+
+    #[test]
+    fn ols_fit_predict() {
+        let x = DMatrix::from_row_slice(
+            16,
+            6,
+            &[
+                234.289, 235.6, 159.0, 107.608, 1947., 60.323, 259.426, 232.5, 145.6, 108.632,
+                1948., 61.122, 258.054, 368.2, 161.6, 109.773, 1949., 60.171, 284.599, 335.1,
+                165.0, 110.929, 1950., 61.187, 328.975, 209.9, 309.9, 112.075, 1951., 63.221,
+                346.999, 193.2, 359.4, 113.270, 1952., 63.639, 365.385, 187.0, 354.7, 115.094,
+                1953., 64.989, 363.112, 357.8, 335.0, 116.219, 1954., 63.761, 397.469, 290.4,
+                304.8, 117.388, 1955., 66.019, 419.180, 282.2, 285.7, 118.734, 1956., 67.857,
+                442.769, 293.6, 279.8, 120.445, 1957., 68.169, 444.546, 468.1, 263.7, 121.950,
+                1958., 66.513, 482.704, 381.3, 255.2, 123.366, 1959., 68.655, 502.601, 393.1,
+                251.4, 125.368, 1960., 69.564, 518.173, 480.6, 257.2, 127.852, 1961., 69.331,
+                554.894, 400.7, 282.7, 130.081, 1962., 70.551,
+            ],
+        );
+
+        let y: RowDVector<f64> = RowDVector::from_vec(vec![
+            83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2, 104.6, 108.4, 110.8, 112.6,
+            114.2, 115.7, 116.9,
+        ]);
+
+        let y_hat_qr = LinearRegression::fit(
+            &x,
+            &y,
+            LinearRegressionParameters {
+                solver: LinearRegressionSolverName::QR,
+            },
+        )
+        .predict(&x);
+
+        let y_hat_svd = LinearRegression::fit(&x, &y, Default::default()).predict(&x);
+
+        assert!(y
+            .iter()
+            .zip(y_hat_qr.iter())
+            .all(|(&a, &b)| (a - b).abs() <= 5.0));
+        assert!(y
+            .iter()
+            .zip(y_hat_svd.iter())
+            .all(|(&a, &b)| (a - b).abs() <= 5.0));
+    }
 }