In DanielWilliamsS/simpleLS: Implements a simple least squares function

knitr::opts_chunk$set(echo = TRUE)

This package allows least squares regression. The function LS.model fits the model to a given dataset data, with reference to the formula supplied as an input.

LS.model = function(formula, data = NULL){

  ys = all.vars(formula)[1]
  y = data[,ys]
  X = model.matrix(formula, data)

  wLS =  solve(t(X) %*% X) %*% t(X) %*% y

  return(list(Parameters = wLS, df = X, y = y))
}

This returns the output from the least squares - the parameter estimates. Also included in the output is the model matrix $X$ and the response vector $y$.

DanielWilliamsS/simpleLS documentation built on Jan. 7, 2020, 3:31 p.m.