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.cg`, `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", tol = 1e-7, maxiter = 100)

### Arguments

`x` | design matrix of dimension n\times q.
`y` | vector of observations of length n.
`method` | currently, methods `"cg"`, `"chol"`, `"qr"` (default), `"svd"` and `"sweep"` are supported.
`tol` | tolerance for the conjugate gradients (`gc`) method. Default is `tol = 1e-7`.
`maxiter` | The maximum number of iterations for the conjugate gradients (`gc`) method. Defaults to 100.

### 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.

### See Also

`ols.fit.cg`, `ols.fit.chol`, `ols.fit.qr`, `ols.fit.svd`, `ols.fit.sweep`.

### 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

[Package fastmatrix version 0.3-819 Index]