BoundedQr: Algorithm AS 274: Least Squares Routines to Supplement Those...

Description Details

Description

num_obs_ the latest count of observations processed. double precision is used so that it will be numeric on the R side accomodating row counts larger than R integers can contain

num_params_ the total number of dependent variables, including the constant if present

Details

rbar_dim_ the dimension of the upper triangular matrix rbar_

tol_set_ a logical variable which is set when subroutine tolset() has been called to calculate tolerances for use in testing for singularities.

rss_set_ a logical variable indicating whether residual sums of squares are available.

D_ array of row multipliers for the Cholesky factorization.

thetab_ vector of projections (after scaling by sqrt(D))

rbar_ upper-triangular matrix excluding the implicit 1's on the diagonal, representing the Cholesky factorization.

tol_ array of tolerances used in testing for singularities

rss_ array of residual sums of squares

sserr_ residual sum of squares with all of the variables included equal to last element in rss_


blakeboswell/ploom documentation built on May 25, 2019, 3:24 p.m.