FitLm: Fast estimates of linear regression

View source: R/FitLm.R

FitLmR Documentation

Fast estimates of linear regression

Description

Computes a linear regression with stats::.lm.fit and returns the estimate and, optionally, standard error for each regressor.

Usage

FitLm(y, ..., weights = NULL, se = FALSE, r2 = se)

ResidLm(y, ..., weights = NULL)

Detrend(y, time = seq_along(y))

Arguments

y

numeric vector of observations to model

...

numeric vectors of variables used in the modelling

weights

numerical vector of weights (which doesn't need to be normalised)

se

logical indicating whether to compute the standard error

r2

logical indicating whether to compute r squared

time

time vector to use for detrending. Only necessary in the case of irregularly sampled timeseries

Value

FitLm returns a list with elements

term

the name of the regressor

estimate

estimate of the regression

std.error

standard error

df

degrees of freedom

r.squared

Percent of variance explained by the model (repeated in each term)

adj.r.squared

r.squared' adjusted based on the degrees of freedom)

ResidLm and Detrend returns a vector of the same length

If there's no complete cases in the regression, NAs are returned with no warning.

Examples

# Linear trend with "signficant" areas shaded with points
library(data.table)
library(ggplot2)
system.time({
  regr <- geopotential[, FitLm(gh, date, se = TRUE), by = .(lon, lat)]
})

ggplot(regr[term != "(Intercept)"], aes(lon, lat)) +
    geom_contour(aes(z = estimate, color = ..level..)) +
    stat_subset(aes(subset = abs(estimate) > 2*std.error), size = 0.05)

# Using stats::lm() is much slower and with no names.
## Not run: 
system.time({
  regr <- geopotential[, coef(lm(gh ~ date))[2], by = .(lon, lat)]
})

## End(Not run)


metR documentation built on Oct. 7, 2022, 1:06 a.m.