ols.fit2: Fast and accurate OLS estimation by means of QR decomposition
Description
Returns slightly more information than ols.fit1, which makes the computation
of variance-covariance matrices faster. However, if parameter estimation is the
only objective, then ols.fit1 is faster
Usage
ols.fit2(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)
