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)
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.
Arguments
X
A model matrix.
y
A response vector.
type
A integer. 0 is QR solver, 1 is LDLT solver, 2 is LLT sovler and 3 is LU solver.
Details
fastLm estimates the linear model using the solve.
# according to fastLm example in RcppArmadillodata(trees, package="datasets")
flm <- fastLmPure(cbind(1, log(trees$Girth)), log(trees$Volume), 0)
print(flm)