Overview of anofox_statistics capabilities
mainThe anofox_statistics extension provides a comprehensive suite of statistical regression and inference tools directly within SQL. It supports a wide range of models including:
- Linear Models: OLS, Ridge, Elastic Net, LARS/LassoLars, WLS, and recursive least squares.
- Robust Estimators: Huber, RANSAC, and Theil-Sen.
- Generalized Linear Models (GLMs): Poisson, Negative Binomial, Binomial, Tweedie, Gamma, and Logistic (including offset support).
- Advanced Modeling: Mixed-effects/hierarchical GLMs (with random slopes and crossed/nested factors), AFT survival regression, and time-series regression.
- Inference & Priors: Explicit priors with Laplace intervals and empirical-Bayes shrinkage.
All models include full diagnostics and inference capabilities.