Math, Stats, Julia, Predictions, Linear Regression.
./ (sqrt.(MSE*(1 .- diag(H)))) tau = rank(H) # projection matrix println("tau = ", tau, " or ", sum(diag(H)), " or ", tr(H)) cookDistances = (studentizedResiduals.^2/tau) .* diag(H) ./ (1 .- diag(H)) maxCook, indexMaxCook = findmax(cookDistances) # Cooks distance / influence println("Greatest