lm_dr: Linear Regression with Drift

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description

Perform a linear regression with drift.

Usage

lm_dr(x)

Arguments

x	A vec of length N x 1 containing the responses.

Value

A field<vec> with:

coef

Coefficients

resid

Residuals

sigma2

Sigma^2

Examples

x = 1:10
y = cumsum(rep(.7,10))

lm_dr(y)[[1]]

coef(lm(y~x-1))

SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.