fast_rlm: robust linear model using an M estimator

View source: R/fast_rlm.R

fast_rlmR Documentation

robust linear model using an M estimator

Description

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

Usage

fast_rlm(x, y, maxit = 20)

Arguments

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

Examples

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)

RGLab/openCyto documentation built on March 29, 2025, 9:43 p.m.