Nothing
library(stats)
library(float, quietly=TRUE)
library(rbenchmark)
set.seed(1234)
reps = 5
cols <- c("test", "replications", "elapsed", "relative")
m = 7500
n = 500
x = matrix(rnorm(m*n), m, n)
y = rnorm(m)
s = fl(x)
t = fl(y)
### m >= n only
lmfit_spm <- function(x, y)
{
QR = qr(x, LAPACK=TRUE)
Q = qr.Q(QR)
R = qr.R(QR)
coef = solve(R, crossprod(Q, y))
resid <- y - x %*% coef
eff <- crossprod(Q, y)
list(coefficients=coef, residuals=resid, effects=eff)
}
benchmark(lmfit_spm(x, y), lmfit_spm(s, t), lm.fit(x, y), replications=reps, columns=cols)
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