context("tests of lm in Rcpp")
test_that("tests of lm_resid, lm_resid_cov, lm_resid_cov_det",{
set.seed(912803290)
n <- 500
p <- 50
Y <- matrix(rnorm(n*p), n, p)
X <- matrix(rnorm(n*2), n, 2)
E.r <- lm.fit(X, Y)$residuals
E.c <- lm.resid(X, Y)
expect_equal(E.r, E.c)
E.c.qr <- lm.resid(X, Y, method="qr")
expect_equal(E.r, E.c.qr)
E.c.svd <- lm.resid(X, Y, method="svd")
expect_equal(E.r, E.c.svd)
E.c.llt <- lm.resid(X, Y, method="llt")
expect_equal(E.r, E.c.llt)
EtE.r <- crossprod(E.r)
EtE.c <- lm_resid_cov(X, Y)
expect_equal(EtE.r, EtE.c)
L2.r <- determinant(EtE.r)$modulus
L2.c <- lm_resid_cov_det(X ,Y)
expect_equal(L2.r, L2.c, check.attributes=FALSE)
})
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.