linearReg: Linear regression on covariance matrix

Description Usage Arguments Value

View source: R/utilities-covariance.R

Description

Function to extract regression coefficients from the covariance matrix via the sweep operator.

Usage

1
linearReg(formula, release, n, intercept)

Arguments

formula

An object of class 'formula' containing the desired regression formula.

release

A numeric private release of the covariance matrix.

n

A numeric vector of length one specifying the number of observations in in the data.

intercept

A logical vector indicating whether the intercept is included in formula.

Value

A numeric vector of regression coefficients corresponding to formula.


IQSS/PSI-Library documentation built on Feb. 15, 2020, 9:03 p.m.