lm_gls | R Documentation |
calculate WLS using eigen similar to the approach in MASS::lm.gls
lm_gls(X, Y, W, neqs, tol = 1e-07, covb = FALSE)
X |
n x m X matrix |
Y |
n x k matrix |
W |
n x n |
neqs |
k |
tol |
tolerance for qr |
covb |
if true covb is calculated else theta |
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