lm_gls: Calculate WLS using sparse matrix and qr

View source: R/nlsur.R

lm_glsR Documentation

Calculate WLS using sparse matrix and qr

Description

calculate WLS using eigen similar to the approach in MASS::lm.gls

Usage

lm_gls(X, Y, W, neqs, tol = 1e-07, covb = FALSE)

Arguments

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


JanMarvin/nlsur documentation built on June 24, 2024, 2:58 a.m.