feat: initial release

Assisted-by: GLM 5.3 Flash

stats/bench_quantilereg_test.go

@@ -0,0 +1,38 @@
+// Copyright (c) 2026 Petr Balvín <opensource@petrbalvin.org> (https://petrbalvin.org)
+// SPDX-License-Identifier: MIT
+
+package stats
+
+import (
+	"testing"
+
+	"sourcedock.dev/petrbalvin/tensor/internal/core"
+)
+
+// BenchmarkQuantileRegressionFit measures the interior-point quantile
+// fit: the barrier Newton systems, the fraction-to-the-boundary walk
+// and the primal recovery, at a size where the per-iteration system
+// build is a visible share of the run.
+func BenchmarkQuantileRegressionFit(b *testing.B) {
+	const n, p = 400, 8
+	x, vals := regDesign(b, n, p, 0x5eed0041)
+	src := &randSource{state: 0x5eed0042}
+	yv := make([]float64, n)
+	for i := range n {
+		eta := 0.5
+		for c := range p {
+			eta += 0.25 * vals[i*p+c]
+		}
+		yv[i] = eta + (src.next()-0.5)*0.5
+	}
+	y, err := core.FromFloats(yv, n)
+	if err != nil {
+		b.Fatal(err)
+	}
+	b.ReportAllocs()
+	for b.Loop() {
+		if _, err := QuantileRegression(x, y, 0.5); err != nil {
+			b.Fatal(err)
+		}
+	}
+}