LassoNet (version 0.8.3)

fastols: Fast least squares estimate.

Description

Computes least squares estimate in an efficient way.

Usage

fastols(y, x)

Arguments

y

dependent variable

x

response variable

Examples

# NOT RUN {
p<-10
n<-100
x<-matrix(rnorm(n*p),n,p)
beta<-array(5, c(p,1))
y<-x%*%beta + rnorm(n,mean=0,sd=0.1)
fastols(y,x)
# }