hand-rolling ols regression in rust, and the collinearity trap that ate my coefficients

Mon, 27 Apr 2026 00:00:00 +0000

lights out, again.

last time out i argued that a chart is just rectangles and lines, drew stintlab’s entire ui in rust on canvas2d to prove it, and promised — right at the bottom of that post — to come back for the degradation model itself: the math the pictures are pictures of. this is that post.

the pictures draw a number. how much slower a tire gets, lap after lap, as it wears out. pin that number down and you can start to guess when a car should box. so i tried to fit it with a multiple linear regression i wrote by hand — no nalgebra, no ndarray, just the normal equations and a determinant — and the thing handed me back confident, well-formed garbage. it took a comment in one of my own tests to explain why.

welford's algorithm and why i never store the samples

Mon, 13 Apr 2026 00:00:00 +0000

you want to know if the error rate just spiked. that’s a z-score: how many standard deviations is right now away from what normal looked like. simple formula, (x - mean) / stddev, you learned it before you could legally drink.

except a standard deviation needs a mean, and a mean needs all the numbers, and the numbers are a log file the size of a small moon. so where, exactly, are you keeping them?

statistics on krtffl.dev

hand-rolling ols regression in rust, and the collinearity trap that ate my coefficients

welford's algorithm and why i never store the samples