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WIP: Add cooksdistance(::GeneralizedLinearModel) #510

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@ararslan ararslan commented Dec 7, 2022

The formulation is based on chapter 6 of Modern Methods for Robust Regression by Robert Anderson. No performance tuning and minimal testing has been done thus far but results match R in the cases I've checked.

Needs:

  • Error handling
  • Tests

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codecov-commenter commented Dec 8, 2022

Codecov Report

Base: 88.75% // Head: 87.85% // Decreases project coverage by -0.90% ⚠️

Coverage data is based on head (018f282) compared to base (b728917).
Patch coverage: 63.93% of modified lines in pull request are covered.

❗ Current head 018f282 differs from pull request most recent head 8c24375. Consider uploading reports for the commit 8c24375 to get more accurate results

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #510      +/-   ##
==========================================
- Coverage   88.75%   87.85%   -0.90%     
==========================================
  Files           8        9       +1     
  Lines        1040     1087      +47     
==========================================
+ Hits          923      955      +32     
- Misses        117      132      +15     
Impacted Files Coverage Δ
src/GLM.jl 50.00% <ø> (ø)
src/lm.jl 94.40% <ø> (+0.13%) ⬆️
src/influence.jl 63.93% <63.93%> (ø)
src/glmfit.jl 83.37% <0.00%> (+1.58%) ⬆️

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The formulation is based on chapter 6 of Modern Methods for Robust
Regression by Robert Anderson.
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