add cooksdistance (#679)

Originate from the addition of the cooksdistance in GLM.jl for LinearModel.
Discussed in JuliaStats/GLM.jl#415

Author: ericqu

Project.toml

@@ -1,7 +1,7 @@
 name = "StatsBase"
 uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 authors = ["JuliaStats"]
-version = "0.33.4"
+version = "0.33.5"
 
 [deps]
 DataAPI = "9a962f9c-6df0-11e9-0e5d-c546b8b5ee8a"

docs/src/statmodels.md

@@ -38,6 +38,7 @@ crossmodelmatrix
 dof_residual
 fitted
 leverage
+cooksdistance
 meanresponse
 modelmatrix
 response

src/statmodels.jl

@@ -353,6 +353,15 @@ Return the diagonal of the projection matrix of the model.
 """
 leverage(model::RegressionModel) = error("leverage is not defined for $(typeof(model)).")
 
+"""
+    cooksdistance(model::RegressionModel)
+
+Compute [Cook's distance](https://en.wikipedia.org/wiki/Cook%27s_distance)
+for each observation in linear model `model`, giving an estimate of the influence
+of each data point.
+"""
+cooksdistance(model::RegressionModel) = error("cooksdistance is not defined for $(typeof(model)).")
+
 """
     residuals(model::RegressionModel)