// Copyright (c) 2026 Petr Balvín <opensource@petrbalvin.org> (https://petrbalvin.org)
// SPDX-License-Identifier: MIT

package stats

import (
	"math"

	"sourcedock.dev/petrbalvin/tensor/internal/base"
	"sourcedock.dev/petrbalvin/tensor/internal/core"
)

// Linear regression with classical inference: the ordinary
// least-squares fit together with the uncertainty statement every
// empirical paper needs: standard errors, t-tests on each
// coefficient, R², adjusted R² and the F-test of the model as a
// whole. The linear algebra is the normal equations solved by the
// shared LU: regression designs are small and well conditioned in
// practice, and a caller with a genuinely ill-conditioned design
// should regularise (or reach for linalg.SolveTruncated) rather than
// trust any black-box fit.

// LinearRegressionResult carries the fit and its inference. Each
// slice is indexed by column of the design matrix, in order.
type LinearRegressionResult struct {
	// Coefficients are the least-squares estimates β̂.
	Coefficients []float64
	// StandardErrors are the estimated standard deviations of the
	// coefficient estimators.
	StandardErrors []float64
	// TStatistics are β̂/SE per coefficient.
	TStatistics []float64
	// PValues are the two-sided p-values of the t-tests.
	PValues []float64
	// ResidualVariance is σ̂² = RSS/(n − p).
	ResidualVariance float64
	// RSquared and AdjustedRSquared measure the fit.
	RSquared         float64
	AdjustedRSquared float64
	// FStatistic with DModel and DResidual as its degrees of freedom
	// and FPValue its tail probability. DModel is p − 1 for a design
	// with a constant column and p without one; DResidual is n − p.
	FStatistic float64
	DModel     int
	DResidual  int
	FPValue    float64
	// Fitted and Residuals align with the rows of the design.
	Fitted    []float64
	Residuals []float64
}

// LinearRegression fits y = X·β by ordinary least squares over the
// design matrix X (n rows, p columns, the intercept included by the
// caller as a constant column when wanted) and reports the full
// classical inference. Inputs must be rank-2 / rank-1 of matching
// length, real-valued, with n > p and X of full column rank; a
// rank-deficient design is an error naming the condition.
func LinearRegression(x, y *core.Array) (*LinearRegressionResult, error) {
	const name = "LinearRegression"
	if x.NDim() != 2 {
		return nil, base.Errf("%s: the design must be rank 2, got shape %s", name, base.ShapeText(x.Shape()))
	}
	if y.NDim() != 1 {
		return nil, base.Errf("%s: the response must be rank 1, got shape %s", name, base.ShapeText(y.Shape()))
	}
	if x.Dtype() == core.Complex || y.Dtype() == core.Complex {
		return nil, base.Errf("%s: complex inputs are not supported", name)
	}
	n, p := x.Shape()[0], x.Shape()[1]
	if y.Len() != n {
		return nil, base.Errf("%s: the design has %d rows but the response %d", name, n, y.Len())
	}
	if n <= p {
		return nil, base.Errf("%s: need n > p, got %d observations and %d columns", name, n, p)
	}
	// Non-finite input has no answer to report: a single NaN would
	// propagate into every coefficient and every statistic, and the
	// other tests in the package refuse it for the same reason. Both
	// scans are bounded by the visible element counts: a rebased view's
	// payload may run past them, and a non-finite slot there is nobody's
	// observation.
	nVis := x.Len()
	fx := rawFloats(x)
	fy := rawFloats(y)
	if fx == nil {
		for i := range x.Len() {
			if v := x.FloatAt(i); math.IsNaN(v) || math.IsInf(v, 0) {
				return nil, base.Errf("%s: the design holds the non-finite value %g", name, v)
			}
		}
	} else {
		for _, v := range fx[:nVis] {
			if math.IsNaN(v) || math.IsInf(v, 0) {
				return nil, base.Errf("%s: the design holds the non-finite value %g", name, v)
			}
		}
	}
	if fy == nil {
		for i := range n {
			if v := y.FloatAt(i); math.IsNaN(v) || math.IsInf(v, 0) {
				return nil, base.Errf("%s: the response holds the non-finite value %g", name, v)
			}
		}
	} else {
		for _, v := range fy[:n] {
			if math.IsNaN(v) || math.IsInf(v, 0) {
				return nil, base.Errf("%s: the response holds the non-finite value %g", name, v)
			}
		}
	}
	// Whether the caller supplied an intercept, as a constant column.
	// It decides what the null model is: with a constant column it is
	// the mean of y (centred total sum of squares), without one it is
	// zero and Σy² plays that role. The distinction changes R², the
	// model degrees of freedom and the F statistic.
	hasConstant := hasConstantColumn(x, n, p)

	// Normal equations: (XᵀX)β = Xᵀy. The row-wise walk below visits
	// the rows in the same order the column-wise walk did, so every
	// entry sums identical products in identical order; the hoisted
	// row value re-reads the same bits the inner loop re-read. XᵀX is
	// symmetric and each lower-triangle entry equals its upper twin bit
	// for bit (mirrorUpper: the row-wise product commutes bitwise and
	// both entries sum the rows in the same order), so the accumulation
	// runs the upper triangle alone and mirrors it once.
	xtx := make([][]float64, p)
	for i := range p {
		xtx[i] = make([]float64, p)
	}
	xty := make([]float64, p)
	if fx != nil && fy != nil {
		for r := range n {
			row := fx[r*p : r*p+p]
			yv := fy[r]
			for i, xi := range row {
				xty[i] += xi * yv
				// Upper triangle, both operands pre-sliced from i: the
				// same products in the same order, bounds checks elided.
				ai := xtx[i][i:]
				for j, xj := range row[i:] {
					ai[j] += xi * xj
				}
			}
		}
	} else {
		for r := range n {
			yv := y.FloatAt(r)
			for i := range p {
				xi := x.FloatAt(r*p + i)
				xty[i] += xi * yv
				for j := i; j < p; j++ {
					xtx[i][j] += xi * x.FloatAt(r*p+j)
				}
			}
		}
	}
	mirrorUpper(xtx)
	// SolveSystem factors its matrix in place, so the covariance pass
	// below needs a pristine copy of the normal equations.
	xtxPristine := make([][]float64, p)
	for i := range p {
		xtxPristine[i] = append([]float64(nil), xtx[i]...)
	}
	// SolveSystem consumes columns: one column holding Xᵀy.
	solved, err := base.SolveSystem(name, xtx, [][]float64{xty})
	if err != nil {
		return nil, base.Errf("%s: the design is rank deficient (%w)", name, err)
	}
	beta := make([]float64, p)
	for i := range p {
		beta[i] = solved[0][i]
	}

	out := &LinearRegressionResult{Coefficients: beta}
	out.Fitted = make([]float64, n)
	out.Residuals = make([]float64, n)
	rss := 0.0
	tss := 0.0
	uncentred := 0.0
	maxRes, maxDev, maxY := 0.0, 0.0, 0.0
	mean := 0.0
	if fy != nil {
		for _, v := range fy[:n] {
			mean += v
		}
	} else {
		for i := range n {
			mean += y.FloatAt(i)
		}
	}
	mean /= float64(n)
	for r := range n {
		f := 0.0
		if fx != nil {
			row := fx[r*p : r*p+p]
			for i, xi := range row {
				f += beta[i] * xi
			}
		} else {
			for i := range p {
				f += beta[i] * x.FloatAt(r*p+i)
			}
		}
		out.Fitted[r] = f
		var res, yv float64
		if fy != nil {
			yv = fy[r]
		} else {
			yv = y.FloatAt(r)
		}
		res = yv - f
		out.Residuals[r] = res
		rss += res * res
		tss += (yv - mean) * (yv - mean)
		uncentred += yv * yv
		if a := math.Abs(res); a > maxRes {
			maxRes = a
		}
		if a := math.Abs(yv - mean); a > maxDev {
			maxDev = a
		}
		if a := math.Abs(yv); a > maxY {
			maxY = a
		}
	}
	if !hasConstant {
		// The null model is y = 0, so the uncentred total is what the
		// model has to beat, and it carries n degrees of freedom.
		tss = uncentred
	}
	// The factored sums of squares: a response on a scale whose squared
	// deviations fall below the subnormal floor reads as a zero sum while
	// its deviations are live, and the statistics below would report the
	// evidence backwards (an exact fit the t statistics cannot support,
	// an F of zero beside them). Each pair keeps the largest deviation as
	// the scale and the scaled sum as the unit, so scale²·unit is the
	// true sum wherever the plain product underflows; the unit stays 1
	// whenever the plain sum already holds.
	rssScale, rssUnit := 1.0, rss
	if rss == 0 && maxRes > 0 {
		rssScale, rssUnit = maxRes, 0.0
		for _, res := range out.Residuals {
			d := res / maxRes
			rssUnit += d * d
		}
	}
	tssScale, tssUnit := 1.0, tss
	if tss == 0 {
		devScale := maxDev
		if !hasConstant {
			devScale = maxY
		}
		if devScale > 0 {
			tssScale = devScale
			tssUnit = 0.0
			for r := range n {
				var yv, dev float64
				if fy != nil {
					yv = fy[r]
				} else {
					yv = y.FloatAt(r)
				}
				if !hasConstant {
					dev = yv
				} else {
					dev = yv - mean
				}
				d := dev / devScale
				tssUnit += d * d
			}
		}
	}
	dof := n - p
	out.ResidualVariance = rss / float64(dof)
	tssDOF := n - 1
	if !hasConstant {
		tssDOF = n
	}
	if tss == 0 && tssScale == 1 {
		// A constant response reproduced exactly: R² is 1 by the
		// perfect-fit convention, not the 1 − 0/0 NaN every consumer
		// would propagate. The same guard the F statistic below has.
		out.RSquared = 1
		out.AdjustedRSquared = 1
	} else if tss == 0 {
		// The total underflowed while the response varies: the ratio of
		// the factored forms, the scale factors divided out one at a
		// time. Both R² measures round back to 1 here, but the F
		// statistic below reads the same factored pieces and does not.
		ratio := rssUnit / tssUnit * (rssScale / tssScale) * (rssScale / tssScale)
		out.RSquared = 1 - ratio
		out.AdjustedRSquared = 1 - ratio*float64(tssDOF)/float64(dof)
	} else {
		out.RSquared = 1 - rss/tss
		out.AdjustedRSquared = 1 - (rss/float64(dof))/(tss/float64(tssDOF))
	}
	out.DModel = p - 1
	if !hasConstant {
		out.DModel = p
	}
	out.DResidual = dof

	// Covariance of β̂: σ̂²(XᵀX)⁻¹, its diagonal read from one
	// factorisation of the pristine normal equations against all p unit
	// columns at once. Solving one unit vector per coefficient
	// refactors the same matrix p times; the shared solve factors once
	// and substitutes each column through the identical factor, so the
	// diagonal is the one the p separate solves produced, bit for bit.
	out.StandardErrors = make([]float64, p)
	out.TStatistics = make([]float64, p)
	out.PValues = make([]float64, p)
	unit := make([][]float64, p)
	for j := range p {
		unit[j] = make([]float64, p)
		unit[j][j] = 1
	}
	inv, err := base.SolveSystem(name, xtxPristine, unit)
	if err != nil {
		return nil, base.Errf("%s: %w", name, err)
	}
	for j := range p {
		v := out.ResidualVariance * inv[j][j] // σ̂²·(XᵀX)⁻¹_jj
		switch {
		case v > 0:
			se := math.Sqrt(v)
			out.StandardErrors[j] = se
			out.TStatistics[j] = beta[j] / se
			pv, err := twoSidedT(out.TStatistics[j], dof)
			if err != nil {
				return nil, base.Errf("%s: %w", name, err)
			}
			out.PValues[j] = pv
		case v == 0:
			// The residual sum of squares may have underflowed while the
			// residuals live: the factored standard error is representable
			// where the squared one is not, and the t test then reports
			// the evidence it actually holds instead of an unearned
			// infinity.
			if rssScale != 1 && inv[j][j] > 0 {
				se := rssScale * math.Sqrt(rssUnit*inv[j][j]/float64(dof))
				if se > 0 {
					out.StandardErrors[j] = se
					out.TStatistics[j] = beta[j] / se
					pv, err := twoSidedT(out.TStatistics[j], dof)
					if err != nil {
						return nil, base.Errf("%s: %w", name, err)
					}
					out.PValues[j] = pv
					continue
				}
			}
			// An exact fit: the coefficient is infinitely many standard
			// errors from zero, and the evidence is total. Reporting
			// t = 0 next to p = 0 would contradict itself. A zero
			// coefficient beside the zero standard error has nothing
			// to test and reports p = 1.
			out.StandardErrors[j] = 0
			if beta[j] != 0 {
				out.TStatistics[j] = math.Copysign(math.Inf(1), beta[j])
				out.PValues[j] = 0
			} else {
				out.PValues[j] = 1
			}
		default:
			// A near-collinear design drives the solve's diagonal
			// negative through rounding alone: the Wald variance would
			// be a NaN beside a nil error, the same refusal GLM makes.
			return nil, base.Errf("%s: the design is near-collinear: the variance of coefficient %d came out negative (%g)", name, j, v)
		}
	}

	// F-test of the model: H₀: every coefficient is zero. With a
	// constant column this is the usual regression F against the mean;
	// without one it is the test against the zero model (DModel = p).
	if out.DModel > 0 {
		explained := tss - rss
		if explained < 0 {
			explained = 0 // rounding only, and a negative F is meaningless
		}
		out.FStatistic = explained / float64(out.DModel) / out.ResidualVariance
		if (math.IsInf(out.FStatistic, 0) || math.IsNaN(out.FStatistic)) && (rssScale != 1 || tssScale != 1) {
			// An underflowed sum of squares drove the quotient to Inf or
			// 0/0 while the factored pieces live: F from the factored
			// forms, every scale factor applied one division at a time so
			// no intermediate leaves the representable range before the
			// answer does. rssUnit 0 is the exact fit, whose F is
			// genuinely infinite.
			out.FStatistic = (tssUnit*tssScale/rssScale/rssScale*tssScale - rssUnit) *
				float64(dof) / (float64(out.DModel) * rssUnit)
			if out.FStatistic < 0 {
				out.FStatistic = 0
			}
		}
		if math.IsNaN(out.FStatistic) {
			// 0/0: a response with no variation at all, reproduced
			// exactly by the fit. There is no evidence of a model, so
			// the statistic is the zero the test reads as p = 1, not a
			// NaN that every consumer would propagate.
			out.FStatistic = 0
		}
		// Tail of F(d1, d2) at f: the regularised incomplete beta
		// I_{d2/(d2+d1·f)}(d2/2, d1/2). The argument is clamped to
		// [0,1]: the identity is only defined there, and an F of 0
		// (explained 0) or an infinite one would step outside through
		// rounding alone.
		d1, d2 := float64(out.DModel), float64(out.DResidual)
		xi := d2 / (d2 + d1*out.FStatistic)
		xi = min(max(xi, 0), 1)
		tail, err := BetaIncomplete(xi, d2/2, d1/2)
		if err != nil {
			return nil, base.Errf("%s: %w", name, err)
		}
		out.FPValue = tail
	} else {
		// An intercept-only design has no model term to test: the F
		// stays at its zero value and the p value is 1, the same
		// convention the F = 0 guard below uses. Leaving the zero
		// value in FPValue would report the null model as maximally
		// significant.
		out.FPValue = 1
	}
	return out, nil
}

// twoSidedT returns P(|T| > |t|) for Student-t with df degrees of
// freedom, by the closed-form tail I_z(df/2, 1/2) with z = df/(df+t²).
// The identity is used rather than 2·(1 − T_cdf(t)): near t = 0 the
// subtraction cancels catastrophically, while the incomplete beta
// stays accurate into the far tail where p values matter most. The
// upper-tail helper carries it, so the asymptotic forms that hold the
// df ≤ 2 tails past t²'s overflow serve here too: the bare closed form
// answers a silent 0 there while the true tail is still representable.
func twoSidedT(t float64, df int) (float64, error) {
	upper, err := studentTUpperTail(math.Abs(t), df)
	if err != nil {
		return 0, err
	}
	return 2 * upper, nil
}

// hasConstantColumn reports whether an (n, p) design holds a column of
// one repeated value, the caller-supplied intercept. The detection
// must read the design as handed in: a column that is constant there
// can stop being constant under a further transformation (Weighted-
// LinearRegression's sqrt-weighted design is the case in point), and
// the caller's null model follows the design it actually supplied.
func hasConstantColumn(x *core.Array, n, p int) bool {
	fx := rawFloats(x)
	for j := range p {
		first := x.FloatAt(j)
		constant := true
		for r := 1; r < n; r++ {
			var v float64
			if fx != nil {
				v = fx[r*p+j]
			} else {
				v = x.FloatAt(r*p + j)
			}
			if v != first {
				constant = false
				break
			}
		}
		if constant {
			return true
		}
	}
	return false
}

// WeightedLinearRegression fits y = X·β by weighted least squares,
// observation i carrying the positive weight w[i]: the normal
// equations run on the sqrt-weighted system, so every statistic is
// the classical weighted-theory one (σ̂² on Σw·r² with n − p degrees
// of freedom, SEs from σ̂²(XᵀWX)⁻¹), while Fitted and Residuals are
// reported in the original, unweighted units. The weights must be
// finite and positive; everything else validates as LinearRegression
// does.
//
// The model statistics are the weighted-theory ones as well: R², the
// adjusted R² and the model F test are the centred quantities against
// the weighted mean Σw·y/Σw whenever the design as supplied carries a
// constant column. That column is detected on the unweighted design,
// where it is still constant: sqrt(w) makes even the intercept column
// non-constant in the system that is actually solved.
func WeightedLinearRegression(x, y, w *core.Array) (*LinearRegressionResult, error) {
	const name = "WeightedLinearRegression"
	if x.NDim() != 2 {
		return nil, base.Errf("%s: the design must be rank 2, got shape %s", name, base.ShapeText(x.Shape()))
	}
	if y.NDim() != 1 || w.NDim() != 1 {
		return nil, base.Errf("%s: the response and the weights must be rank 1", name)
	}
	if x.Dtype() == core.Complex || y.Dtype() == core.Complex || w.Dtype() == core.Complex {
		return nil, base.Errf("%s: complex inputs are not supported", name)
	}
	n, p := x.Shape()[0], x.Shape()[1]
	if y.Len() != n || w.Len() != n {
		return nil, base.Errf("%s: the design has %d rows, the response %d and the weights %d",
			name, n, y.Len(), w.Len())
	}
	xw := core.New(core.Float, n, p)
	yw := core.New(core.Float, n)
	xwVals := xw.RawFloats()
	ywVals := yw.RawFloats()
	// The payload walks below read the dense slices directly where they
	// exist: the elements are the ones FloatAt returns, so every product
	// and every sum keeps its exact operand bits.
	fw := rawFloats(w)
	fx := rawFloats(x)
	fy := rawFloats(y)
	for r := range n {
		var weight float64
		if fw != nil {
			weight = fw[r]
		} else {
			weight = w.FloatAt(r)
		}
		if math.IsNaN(weight) || math.IsInf(weight, 0) || weight <= 0 {
			return nil, base.Errf("%s: weight %d is %g, want a finite positive value", name, r, weight)
		}
		sqrtW := math.Sqrt(weight)
		for j := range p {
			var xj float64
			if fx != nil {
				xj = fx[r*p+j]
			} else {
				xj = x.FloatAt(r*p + j)
			}
			xwVals[r*p+j] = xj * sqrtW
		}
		var yv float64
		if fy != nil {
			yv = fy[r]
		} else {
			yv = y.FloatAt(r)
		}
		ywVals[r] = yv * sqrtW
	}
	out, err := LinearRegression(xw, yw)
	if err != nil {
		return nil, base.Errf("%s: %w", name, err)
	}
	// hasConstant is read off the unweighted design, because that is the
	// model the caller described; the sqrt-weighted system cannot answer
	// the question, its intercept column is sqrt(w).
	hasConstant := hasConstantColumn(x, n, p)
	// Fitted and Residuals back in the original units, against the
	// same coefficients.
	for r := range n {
		f := 0.0
		if fx != nil {
			row := fx[r*p : r*p+p]
			for i, xi := range row {
				f += out.Coefficients[i] * xi
			}
		} else {
			for i := range p {
				f += out.Coefficients[i] * x.FloatAt(r*p+i)
			}
		}
		var yv float64
		if fy != nil {
			yv = fy[r]
		} else {
			yv = y.FloatAt(r)
		}
		out.Fitted[r] = f
		out.Residuals[r] = yv - f
	}
	// The weighted model statistics, from the residuals just computed:
	// RSS_w = Σw·r², the weighted mean ȳ_w = Σw·y/Σw, and the centred
	// total Σw·(y − ȳ_w)². The delegated fit had to answer the same
	// questions for the sqrt-weighted system, which is a different
	// regression and reports the uncentred conventions whenever the
	// weights vary, so the four model-level fields are overwritten here.
	sumW, sumWY, rssW := 0.0, 0.0, 0.0
	maxResW := 0.0
	for r := range n {
		var wr float64
		if fw != nil {
			wr = fw[r]
		} else {
			wr = w.FloatAt(r)
		}
		var yv float64
		if fy != nil {
			yv = fy[r]
		} else {
			yv = y.FloatAt(r)
		}
		sumW += wr
		sumWY += wr * yv
		rssW += wr * out.Residuals[r] * out.Residuals[r]
		if a := math.Abs(out.Residuals[r]); a > maxResW {
			maxResW = a
		}
	}
	tssW := 0.0
	maxDevW := 0.0
	if hasConstant {
		meanW := sumWY / sumW
		for r := range n {
			var wr, yv float64
			if fw != nil {
				wr = fw[r]
			} else {
				wr = w.FloatAt(r)
			}
			if fy != nil {
				yv = fy[r]
			} else {
				yv = y.FloatAt(r)
			}
			d := yv - meanW
			tssW += wr * d * d
			if a := math.Abs(d); a > maxDevW {
				maxDevW = a
			}
		}
	} else {
		// Without an intercept the null model is zero, so Σw·y² is the
		// total the model has to beat and it carries n degrees of freedom.
		for r := range n {
			var wr, yv float64
			if fw != nil {
				wr = fw[r]
			} else {
				wr = w.FloatAt(r)
			}
			if fy != nil {
				yv = fy[r]
			} else {
				yv = y.FloatAt(r)
			}
			tssW += wr * yv * yv
			if a := math.Abs(yv); a > maxDevW {
				maxDevW = a
			}
		}
	}
	// The weighted sums of squares carry the same factored form the
	// unweighted fit keeps: a response scale whose weighted squared
	// deviations fall below the subnormal floor reads as a zero sum
	// while the deviations live, and the F below would report zero
	// evidence beside the t statistics' infinity.
	rssScaleW, rssUnitW := 1.0, rssW
	if rssW == 0 && maxResW > 0 {
		rssScaleW = maxResW
		rssUnitW = 0.0
		for r := range n {
			var wr float64
			if fw != nil {
				wr = fw[r]
			} else {
				wr = w.FloatAt(r)
			}
			d := out.Residuals[r] / maxResW
			rssUnitW += wr * d * d
		}
	}
	tssScaleW, tssUnitW := 1.0, tssW
	if tssW == 0 && maxDevW > 0 {
		tssScaleW = maxDevW
		tssUnitW = 0.0
		if hasConstant {
			meanW := sumWY / sumW
			for r := range n {
				var wr, yv float64
				if fw != nil {
					wr = fw[r]
				} else {
					wr = w.FloatAt(r)
				}
				if fy != nil {
					yv = fy[r]
				} else {
					yv = y.FloatAt(r)
				}
				d := (yv - meanW) / maxDevW
				tssUnitW += wr * d * d
			}
		} else {
			for r := range n {
				var wr, yv float64
				if fw != nil {
					wr = fw[r]
				} else {
					wr = w.FloatAt(r)
				}
				if fy != nil {
					yv = fy[r]
				} else {
					yv = y.FloatAt(r)
				}
				d := yv / maxDevW
				tssUnitW += wr * d * d
			}
		}
	}
	tssDOF := n - 1
	if !hasConstant {
		tssDOF = n
	}
	if tssW == 0 && tssScaleW == 1 {
		// Constant weighted response, exact fit: 1, as above.
		out.RSquared = 1
		out.AdjustedRSquared = 1
	} else if tssW == 0 {
		// The weighted total underflowed while the weighted response
		// varies: the factored ratio, both R² measures rounding back
		// to 1 while the F below reads the same pieces and does not.
		ratio := rssUnitW / tssUnitW * (rssScaleW / tssScaleW) * (rssScaleW / tssScaleW)
		out.RSquared = 1 - ratio
		out.AdjustedRSquared = 1 - ratio*float64(tssDOF)/float64(out.DResidual)
	} else {
		out.RSquared = 1 - rssW/tssW
		out.AdjustedRSquared = 1 - (rssW/float64(out.DResidual))/(tssW/float64(tssDOF))
	}
	out.DModel = p - 1
	if !hasConstant {
		out.DModel = p
	}
	if out.DModel > 0 {
		explained := tssW - rssW
		if explained < 0 {
			explained = 0 // rounding only, and a negative F is meaningless
		}
		out.FStatistic = explained / float64(out.DModel) / out.ResidualVariance
		if (math.IsInf(out.FStatistic, 0) || math.IsNaN(out.FStatistic)) && (rssScaleW != 1 || tssScaleW != 1) {
			// The factored F, as in the unweighted path: every scale
			// factor divided out one step at a time.
			out.FStatistic = (tssUnitW*tssScaleW/rssScaleW/rssScaleW*tssScaleW - rssUnitW) *
				float64(out.DResidual) / (float64(out.DModel) * rssUnitW)
			if out.FStatistic < 0 {
				out.FStatistic = 0
			}
		}
		if math.IsNaN(out.FStatistic) {
			// 0/0, as in the unweighted path: nothing to test, p = 1.
			out.FStatistic = 0
		}
		d1, d2 := float64(out.DModel), float64(out.DResidual)
		xi := d2 / (d2 + d1*out.FStatistic)
		xi = min(max(xi, 0), 1)
		tail, err := BetaIncomplete(xi, d2/2, d1/2)
		if err != nil {
			return nil, base.Errf("%s: %w", name, err)
		}
		out.FPValue = tail
	} else {
		// Intercept-only, as in the unweighted path: no model term to
		// test, F 0 and p 1.
		out.FStatistic = 0
		out.FPValue = 1
	}
	return out, nil
}