Third Party Notices

December 12, 2025 ยท View on GitHub

This library contains independent Rust implementations inspired by algorithms and methodologies from several open-source projects. We gratefully acknowledge their contributions.

Note: This library is licensed under MIT. The attributions below are for methodological inspiration and academic courtesy. No source code was copied from these projects; all implementations are original Rust code.

greybox

Repository: https://github.com/config-i1/greybox Author: Ivan Svetunkov Original License: LGPL-2.1

The Augmented Linear Model (ALM) methodology is inspired by the greybox R package. This includes:

  • ALM distribution families (24 distributions)
  • Maximum likelihood estimation approach
  • AID (Automatic Identification of Demand) classification methodology

Our implementation is an independent clean-room Rust implementation validated against R's output, not a derivative work of greybox's source code.

argmin (MIT/Apache-2.0)

Repository: https://github.com/argmin-rs/argmin

Used for numerical optimization:

  • L-BFGS optimization for ALM and Elastic Net
  • More-Thuente line search
Copyright (c) argmin developers
License: MIT OR Apache-2.0

faer (MIT)

Repository: https://github.com/sarah-ek/faer-rs

High-performance linear algebra library used for:

  • Matrix operations
  • QR decomposition for OLS
  • Cholesky decomposition
Copyright (c) Sarah El-Kazdadi
License: MIT

statrs (MIT)

Repository: https://github.com/statrs-dev/statrs

Statistical distributions and functions used for:

  • Probability distributions (Normal, Gamma, Beta, etc.)
  • Statistical functions (CDF, PDF, quantile)
Copyright (c) statrs developers
License: MIT

R Statistical Computing

Several algorithms are validated against and inspired by R's implementation:

  • stats::lm() - Linear model methodology
  • stats::glm() - Generalized linear model framework
  • MASS::glm.nb() - Negative binomial regression
  • glmnet::glmnet() - Elastic net methodology
  • statmod::tweedie() - Tweedie distribution
  • car::vif() - Variance inflation factor

All licenses permit use in this MIT-licensed library with proper attribution.