fast_rlm | R Documentation |
rewritten in c++, till eval stats::lm.wfit r function in underlying cpp11 code It is internally used for singletGate, thus its output format may not be generic enough for common model fitting . e.g. it doesn't take formula as input
fast_rlm(x, y, maxit = 20)
x |
matrix with first column as weight (default can be 1s), the rest columns are predict variable |
y |
numeric vector as response |
maxit |
maximum iterations |
n <- 1e3
x <- seq_len(n)
y <- x * 2.5 - 1.3 + rnorm(n, sd = 30)
names(y) <- x
x <- cbind(1, x)
r2 <- fast_rlm(x, y)
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