ols.fit: Fitter functions for linear models

In fastmatrix: Fast Computation of some Matrices Useful in Statistics

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 \times p matrix of (unscaled) covariances of the \hat\beta_j, j=1, \dots, 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

fastmatrix documentation built on Oct. 12, 2023, 5:14 p.m.