ols.fit-methods {fastmatrix}R Documentation

Fit a Linear Model

Description

Fits a linear model, returning the bare minimum computations.

Usage

ols.fit.chol(x, y)
ols.fit.qr(x, y)
ols.fit.svd(x, y)
ols.fit.sweep(x, y)

Arguments

x, y

numeric vectors or matrices for the predictors and the response in a linear model. Typically, but not necessarily, x will be constructed by one of the fitting functions.

Value

The bare bones of an ols object: the coefficients, residuals, fitted values, and some information used by summary.ols.

See Also

ols, lm

Examples

set.seed(151)
n <- 100
p <- 2
x <- matrix(rnorm(n * p), n, p) # no intercept!
y <- rnorm(n)
z <- ols.fit.chol(x, y)
z

[Package fastmatrix version 0.3 Index]