R: Fitter Functions for Linear Models

ols.fit {fastmatrix}

R Documentation

Fitter Functions for Linear Models

Description

This function is a switcher among various numerical fitting functions (ols.fit.chol, ols.fit.qr, ols.fit.svd and ols.fit.sweep). The argument method does the switching: "qr" for ols.fit.qr, etc. This should usually not be used directly unless by experienced users.

Usage

ols.fit(x, y, method = "qr", ...)

Arguments

`x`	design matrix of dimension `n * p`.
`y`	vector of observations of length `n`.
`method`	currently, methods `"chol"`, `"qr"` (default), `"svd"` and `"sweep"` are supported.
`...`	currently disregarded.

Value

a list with components:

`coefficients`	a named vector of coefficients
`residuals`	the residuals, that is response minus fitted values.
`fitted.values`	the fitted mean values.
`RSS`	the residual sum of squares.
`cov.unscaled`	a p x p matrix of (unscaled) covariances of the coef[j], j=1, …, p.

Examples

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