CorReg (version 0.14.3)

OLS: Ordinary Least Square efficiently computed with SEM for missing values

Description

Ordinary Least Square efficiently computed with SEM for missing values

Usage

OLS(X = X, Y = Y, M = NULL, intercept = FALSE, sigma = FALSE,
  Bic = FALSE, methode = 1, miss = 0, mixmod = NULL, nbit = 100,
  nbclustmax = 10)

Arguments

X

the covariates (double)

Y

the response

intercept

(boolean) is an intercept intended ?

sigma

(boolean) is it necessary to compute the standard deviation of errors ?

Bic

(boolean) is the BIC criterion computation intended ?

methode

parameter for OLS (matrix inversion) methode_BIC parameter for OLS (matrix inversion) 1:householderQr, 2:colPivHouseholderQr

miss

to indicate wether there are missing values in X (miss=1) or not (miss=0) next version would allow missing values in Y

nbit

number of iteration for SEM

nbclustmax

max number of cluster for mixmod (ignored if miss=0)

M

binary matrix (size of X) with 1 where X is missing

mixmod

Gaussian Mixture hypothesis if needed. Or result of calcul_BIC_mixmod(X=X,nbclustmax=nbclustmax,bla=F,details=T)