LinRegChol: Linear Regression by Cholesky

View source: R/RcppExports.R

LinRegCholR Documentation

Linear Regression by Cholesky

Description

Do linear regression of form solve(X^T O X + P, X^T y) where O is omega, P is precision.

Usage

LinRegChol(X, omega, prior_precision, y, save_chol = TRUE)

Arguments

X

Design Matrix

omega

Polya-Gamma weights

prior_precision

Prior Precision for Regression

y

Outcome

save_chol

Save cholesky factor


vglmer documentation built on April 3, 2025, 6:07 p.m.