linmodEst:

In rcastaneda2/sfunction3: What the package does (short line)

Usage

linmodEst(x, y)

Arguments

x
y

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y) 
{
    qx <- qr(x)
    coef <- solve.qr(qx, y)
    df <- nrow(x) - ncol(x)
    sigma2 <- sum((y - x %*% coef)^2)/df
    vcov <- sigma2 * chol2inv(qx$qr)
    colnames(vcov) <- rownames(vcov) <- colnames(x)
    list(coefficients = coef, vcov = vcov, sigma = sqrt(sigma2), 
        df = df)
  }

rcastaneda2/sfunction3 documentation built on May 27, 2019, 3:02 a.m.