vignettes/lm.R

In leyaozh/lm.hw4: Linear Regression

## ---- include = FALSE----------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.width = 6,
  fig.height = 4
)

## ----setup---------------------------------------------------------------
library(lm.hw4)

## ------------------------------------------------------------------------
n = 10; p = 3; q = 2;
x = matrix(rnorm(n * p), n, p) # no intercept
y1 = rnorm(n)
y2 = matrix(rnorm(n * q), n, q)

## ------------------------------------------------------------------------
lm_fit(x, y1, add.intercept = FALSE, method = "qr")

## ------------------------------------------------------------------------
z = lm_fit(x, y1, add.intercept = FALSE, method = "qr")
lm_summary(z, correlation = TRUE)

## ------------------------------------------------------------------------
lm_anova(z)

## ------------------------------------------------------------------------
# Simulation Data
n = 1000; p = 10;
x = matrix(rnorm(n * p), n, p) # no intercept
y = rnorm(n)

## ------------------------------------------------------------------------
library(bench)
library(primes)
library(gmp)

result = bench::mark(lm_fit(x,y, method = "inv"), lm_fit(x,y, method = "qr"), lm.fit(x,y), check = FALSE, filter_gc = FALSE, min_time = 3)
print(result)
plot(result)

## ------------------------------------------------------------------------
z1 = lm_fit(x,y, method = "qr")
z2 = lm(y~0+x)
result = bench::mark(lm_summary(z1),summary.lm(z2), check = FALSE, filter_gc = FALSE, min_time = 3)
print(result)
plot(result)

## ------------------------------------------------------------------------
z1 = lm_fit(x,y, method = "qr")
z2 = lm(y~0+x)
result = bench::mark(lm_anova(z1),anova(z2), check = FALSE, filter_gc = FALSE, min_time = 3)
print(result)
plot(result)