fastLmPure: linear model fitting function based on RcppBlaze
Description
fastLmPure provides the estimates of the linear model based on RcppBlaze.
Usage
fastLmPure(X, y, type)
Arguments
X
A model matrix.
y
A response vector.
type
A integer. 0 is QR solver, 1 is LLT solver and 2 is LDLT sovler.
Value
A list containing coefficients, standard errors, rank of model matrix,
degree of freedom of residuals, residuals, the standard deviation of random errors and
fitted values.
Details
fastLm estimates the linear model using the solve.
# NOT RUN {# according to fastLm example in RcppArmadillodata(trees, package="datasets")
flm <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 0)
print(flm)
# }