RcppDynProg (version 0.2.1)

xlin_pfits: xlin_pfits

Description

Calculate out of sample linear fit predictions using pseudo-inverse. Please see: https://win-vector.com/2019/01/08/a-beautiful-2-by-2-matrix-identity/. Zero indexed.

Usage

xlin_pfits(x, y, w, i, j)

Value

vector of predictions.

Arguments

x

NumericVector, explanatory variable (length>=2).

y

NumericVector, values to fit.

w

NumericVector, weights (positive).

i

integer, first index (inclusive).

j

integer, j>=i+2 last index (inclusive);

Examples

xlin_pfits(c(1, 2, 3, 4), c(1, 2, 2, 1), c(1, 1, 1, 1), 0, 3)