ols.fit1: Fast and accurate OLS estimation by means of QR decomposition
Description
Fast and accurate OLS estimation by means of QR decomposition
Usage
ols.fit1(y, x, tol=1e-07, LAPACK=FALSE)
Arguments
y
numeric vector, the regressand
x
numeric matrix, the regressors
tol
numeric value (default = 1e-07). The tolerance for detecting linear
dependencies in the columns of the regressors (see qr() function).
Only used if LAPACK is FALSE
LAPACK
logical, TRUE or FALSE (default). If true use LAPACK otherwise use
LINPACK (see qr() function)