example.R

In blakeboswell/millerlsqr: Not a package

rm(list = ls())
devtools::load_all()

X <- do.call(
  rbind,
  list(
    c(1,5.1,3.5,1.4),
    c(1,4.9,3.0,1.4),
    c(1,7.0,3.2,4.7),
    c(1,6.4,3.2,4.5),
    c(1,6.3,3.3,6.0),
    c(1,5.8,2.7,5.1),
    c(1,4.6,3.4,1.4),
    c(1,5.0,3.4,1.5),
    c(1,4.4,2.9,1.4),
    c(1,4.9,3.1,1.5)
))

y <- c(0.2, 0.2, 1.4, 1.5, 2.5, 1.9, 0.3, 0.2, 0.2, 0.1)
w <- rep(1.0, length(y))



y <- biglm::biglm(
  mpg ~ cyl + disp + hp + wt,
  sandwich = TRUE,
  data = mtcars
)


x <- millerlsqr::online_lm(
  mpg ~ cyl + disp + hp + wt,
  sandwich = TRUE,
  data = mtcars
)

all.equal(x$qr$D, y$qr$D)
all.equal(x$qr$rbar, y$qr$rbar)
all.equal(x$qr$thetab, y$qr$thetab)
all.equal(x$qr$sserr, y$qr$ss)
all.equal(x$qr$tol, y$qr$tol)


all.equal(x$sandwich$xy$D, y$sandwich$xy$D)
all.equal(x$sandwich$rbar, y$sandwich$rbar)
all.equal(x$sandwich$thetab, y$sandwich$thetab)
all.equal(x$sandwich$sserr, y$sandwich$ss)
all.equal(x$sandwich$tol, y$sandwich$tol)
all.equal(coef(x), coef(y))

a <- vcov(x)
b <- vcov(y)

all.equal(a, b)

all.equal(x$sandwich$xy$D, y$sandwich$xy$D)
all.equal(x$sandwich$rbar, y$sandwich$rbar)
all.equal(x$sandwich$thetab, y$sandwich$thetab)
all.equal(x$sandwich$sserr, y$sandwich$ss)
all.equal(x$sandwich$tol, y$sandwich$tol)


summary(x)
summary(y)